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 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 717 CHF | 69 467 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 560 CHF | 72 310 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 068 CHF | 71 818 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 872 CHF | 69 622 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 956 CHF | 66 706 CHF | 99,27% | 99,27% |
13/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 74 662 | 74 437 | 64 092 CHF | 64 649 CHF | 99,40% | 99,40% |
12/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 259 CHF | 64 009 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 786 CHF | 60 536 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 308 CHF | 61 058 CHF | 100,00% | 100,00% |
07/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 74 741 | 73 704 | 56 791 CHF | 56 727 CHF | 99,23% | 99,23% |