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 | 0,77% | 1,30 CHF | 1,31 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 114 100 CHF | 114 980 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 112 122 CHF | 113 002 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 112 788 CHF | 113 668 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 112 616 CHF | 113 496 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 111 326 CHF | 112 206 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 110 900 CHF | 111 780 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 113 289 CHF | 114 169 CHF | 99,68% | 99,68% |
11/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 110 480 CHF | 111 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 114 206 CHF | 115 086 CHF | 99,16% | 99,16% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 88 000 | 88 000 | 85 142 | 85 142 | 111 022 CHF | 111 873 CHF | 100,00% | 100,00% |