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 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 933 CHF | 66 683 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 740 CHF | 60 490 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 124 CHF | 67 874 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 295 CHF | 72 045 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 374 CHF | 70 124 CHF | 99,27% | 99,27% |
13/11/2024 | 1,24% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 74 887 | 74 132 | 61 084 CHF | 61 236 CHF | 99,40% | 99,40% |
12/11/2024 | 0,99% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 629 CHF | 76 379 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 475 CHF | 79 225 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 281 CHF | 73 031 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 74 222 | 72 407 | 74 453 CHF | 73 456 CHF | 99,23% | 99,23% |