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 | 0,73% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 942 CHF | 103 692 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 171 CHF | 104 921 CHF | 99,90% | 99,90% |
18/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 911 CHF | 102 661 CHF | 99,91% | 99,91% |
15/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 705 CHF | 99 455 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 703 CHF | 96 453 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 340 CHF | 99 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 280 CHF | 93 030 CHF | 99,70% | 99,70% |
11/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 422 CHF | 92 172 CHF | 99,87% | 99,87% |
08/11/2024 | 0,83% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 065 CHF | 90 815 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 158 CHF | 93 908 CHF | 83,09% | 83,09% |