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 | 0,72% | 1,38 CHF | 1,39 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 121 340 CHF | 122 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 119 298 CHF | 120 178 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 120 125 CHF | 121 005 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 119 831 CHF | 120 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 118 449 CHF | 119 329 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 118 156 CHF | 119 036 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 120 567 CHF | 121 447 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 117 507 CHF | 118 347 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 121 530 CHF | 122 410 CHF | 99,18% | 99,18% |
07/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 88 000 | 88 000 | 85 140 | 85 140 | 118 242 CHF | 119 094 CHF | 100,00% | 100,00% |