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 | 0,86% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 933 CHF | 87 683 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 740 CHF | 81 490 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 036 CHF | 88 786 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 226 CHF | 92 976 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 324 CHF | 91 074 CHF | 99,27% | 99,27% |
13/11/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 74 436 | 74 132 | 81 462 CHF | 81 886 CHF | 99,40% | 99,40% |
12/11/2024 | 0,77% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 561 CHF | 97 311 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 416 CHF | 100 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 128 CHF | 93 878 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 73 553 | 72 407 | 94 355 CHF | 93 679 CHF | 99,23% | 99,23% |