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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 237 CHF | 98 987 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 311 CHF | 101 061 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 91 542 CHF | 92 291 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 072 CHF | 97 822 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 774 CHF | 98 524 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 707 CHF | 95 457 CHF | 99,52% | 99,52% |
13/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 87 020 CHF | 87 415 CHF | 99,32% | 99,32% |
12/11/2024 | 0,81% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 122 CHF | 92 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 087 CHF | 94 837 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 941 CHF | 92 691 CHF | 100,00% | 100,00% |