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 | 0,97% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 584 CHF | 77 334 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 357 CHF | 80 107 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 950 CHF | 79 700 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 692 CHF | 77 442 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 849 CHF | 74 599 CHF | 99,27% | 99,27% |
13/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 74 662 | 74 437 | 71 862 CHF | 72 389 CHF | 99,40% | 99,40% |
12/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 062 CHF | 71 812 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 534 CHF | 68 284 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 037 CHF | 68 787 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 74 262 | 73 746 | 64 076 CHF | 64 371 CHF | 99,05% | 99,05% |