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 | 1,00% | 0,97 CHF | 0,98 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 99 130 CHF | 100 130 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 568 CHF | 75 318 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 994 CHF | 77 744 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 042 CHF | 79 792 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 250 CHF | 80 000 CHF | 99,22% | 99,22% |
13/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 77 235 CHF | 77 979 CHF | 98,74% | 98,74% |
12/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 476 CHF | 80 226 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 890 CHF | 83 640 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 543 CHF | 83 293 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 85 063 CHF | 85 807 CHF | 98,73% | 98,73% |