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 | 1,12% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 849 CHF | 67 599 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 72 139 CHF | 72 888 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 179 CHF | 70 929 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 579 CHF | 70 329 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 543 CHF | 73 293 CHF | 99,52% | 99,52% |
13/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 443 | 74 146 | 78 987 CHF | 79 413 CHF | 99,32% | 99,32% |
12/11/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 212 CHF | 75 962 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 322 CHF | 74 072 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 546 CHF | 76 296 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 73 720 | 72 406 | 71 908 CHF | 71 306 CHF | 99,12% | 99,12% |