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 | 0,89% | 1,12 CHF | 1,13 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 98 285 CHF | 99 165 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 96 291 CHF | 97 171 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 97 197 CHF | 98 077 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 96 706 CHF | 97 586 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 95 455 CHF | 96 335 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 95 037 CHF | 95 917 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 97 440 CHF | 98 320 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 95 321 CHF | 96 161 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 98 457 CHF | 99 337 CHF | 99,20% | 99,20% |
07/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 88 000 | 88 000 | 85 142 | 85 142 | 95 777 CHF | 96 628 CHF | 100,00% | 100,00% |