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 | 1,02% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 405 | 74 405 | 72 745 CHF | 73 489 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 607 | 50 607 | 51 529 CHF | 52 035 CHF | 89,55% | 89,55% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 211 CHF | 72 961 CHF | 99,82% | 99,82% |
15/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 322 CHF | 72 072 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 59 577 | 59 577 | 59 252 CHF | 59 848 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 131 CHF | 52 631 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 327 | 50 327 | 52 263 CHF | 52 766 CHF | 99,66% | 99,66% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 722 CHF | 71 472 CHF | 99,86% | 99,86% |
08/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 720 CHF | 70 470 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 112 CHF | 61 862 CHF | 99,87% | 99,87% |