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 | 0,90% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 892 CHF | 83 642 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 758 CHF | 86 508 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 252 CHF | 86 002 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 113 CHF | 83 863 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 176 CHF | 80 926 CHF | 99,27% | 99,27% |
13/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 74 437 | 74 437 | 78 000 CHF | 78 750 CHF | 99,40% | 99,40% |
12/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 497 CHF | 78 247 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 878 CHF | 74 628 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 399 CHF | 75 149 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 74 031 | 73 704 | 70 229 CHF | 70 659 CHF | 99,23% | 99,23% |