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 | 0,96% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 881 CHF | 78 631 CHF | 94,79% | 94,79% |
19/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 957 CHF | 76 707 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 54 196 CHF | 54 867 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 654 CHF | 80 404 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 545 CHF | 78 295 CHF | 83,69% | 83,69% |
13/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 74 418 | 74 112 | 75 575 CHF | 76 010 CHF | 94,16% | 94,16% |
12/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 906 CHF | 76 656 CHF | 84,38% | 84,38% |
11/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 672 CHF | 83 422 CHF | 94,79% | 94,79% |
08/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 650 CHF | 79 400 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 625 | 72 251 | 76 852 CHF | 76 190 CHF | 93,52% | 93,52% |