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 | 1,07% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 84 066 CHF | 84 966 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,95 CHF | 0,96 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 80 572 CHF | 81 472 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 86 483 CHF | 87 383 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 85 770 CHF | 86 670 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 76 231 CHF | 77 140 CHF | 99,33% | 99,33% |
13/11/2024 | 1,38% | 0,69 CHF | 0,70 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 68 675 CHF | 69 625 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,70 CHF | 0,71 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 73 815 CHF | 74 724 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 83 765 CHF | 84 665 CHF | 99,93% | 99,93% |
08/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 84 500 CHF | 85 400 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 85 000 | 85 000 | 85 779 | 85 779 | 89 127 CHF | 89 985 CHF | 100,00% | 100,00% |