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 | 0,76% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 766 CHF | 98 516 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 608 CHF | 92 358 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 914 CHF | 99 664 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 087 CHF | 103 837 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 161 CHF | 101 911 CHF | 99,27% | 99,27% |
13/11/2024 | 0,82% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 74 436 | 74 132 | 92 228 CHF | 92 606 CHF | 99,40% | 99,40% |
12/11/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 420 CHF | 108 170 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 290 CHF | 111 040 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 948 CHF | 104 698 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 73 185 | 72 407 | 104 484 CHF | 104 144 CHF | 99,23% | 99,23% |