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 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 290 CHF | 75 040 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 045 CHF | 68 795 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 495 CHF | 76 245 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 545 CHF | 80 295 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 624 CHF | 78 374 CHF | 99,27% | 99,27% |
13/11/2024 | 1,10% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 74 662 | 74 132 | 69 119 CHF | 69 391 CHF | 99,40% | 99,40% |
12/11/2024 | 0,89% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 879 CHF | 84 629 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 725 CHF | 87 475 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 531 CHF | 81 281 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 73 704 | 72 407 | 82 066 CHF | 81 421 CHF | 99,23% | 99,23% |