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 | 0,91% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 109 CHF | 110 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 985 CHF | 82 735 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 473 CHF | 85 223 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 157 CHF | 86 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 446 CHF | 87 196 CHF | 99,22% | 99,22% |
13/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 84 306 CHF | 85 054 CHF | 98,74% | 98,74% |
12/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 944 CHF | 87 694 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 376 CHF | 91 126 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 043 CHF | 90 793 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 92 171 CHF | 92 919 CHF | 98,73% | 98,73% |