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 | 1,13% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 88 130 CHF | 89 130 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 318 CHF | 67 068 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 083 CHF | 69 833 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 792 CHF | 71 542 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 047 CHF | 71 797 CHF | 99,22% | 99,22% |
13/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 74 667 | 74 446 | 69 344 CHF | 69 886 CHF | 98,74% | 98,74% |
12/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 226 CHF | 71 976 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 640 CHF | 75 390 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 537 CHF | 75 287 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 76 960 CHF | 77 711 CHF | 98,73% | 98,73% |