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 | 0,96% | 1,00 CHF | 1,01 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 160 CHF | 36 510 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 31 627 CHF | 31 927 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,10 CHF | 1,11 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 426 CHF | 36 776 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 000 CHF | 36 350 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 38 814 CHF | 39 214 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 34 167 CHF | 34 567 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,84 CHF | 0,85 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 32 892 CHF | 33 242 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 421 CHF | 36 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 190 CHF | 32 490 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 40 935 CHF | 41 285 CHF | 100,00% | 100,00% |