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 | 0,92% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 542 CHF | 82 292 CHF | 94,79% | 94,79% |
19/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 661 CHF | 80 411 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 56 690 CHF | 57 440 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 149 CHF | 83 899 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 127 CHF | 81 877 CHF | 83,69% | 83,69% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 418 | 74 112 | 79 159 CHF | 79 582 CHF | 94,16% | 94,16% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 436 CHF | 80 186 CHF | 84,37% | 84,37% |
11/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 134 CHF | 86 884 CHF | 94,79% | 94,79% |
08/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 400 CHF | 83 150 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 73 625 | 72 251 | 80 533 CHF | 79 795 CHF | 93,52% | 93,52% |