Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 961 CHF | 104 711 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 95 163 CHF | 95 910 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 698 CHF | 101 448 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 421 CHF | 102 171 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 457 CHF | 99 207 CHF | 99,52% | 99,52% |
13/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 90 743 CHF | 91 122 CHF | 99,32% | 99,32% |
12/11/2024 | 0,78% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 788 CHF | 96 538 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 710 CHF | 98 460 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 642 CHF | 96 392 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 73 222 | 72 406 | 95 781 CHF | 95 479 CHF | 99,12% | 99,12% |