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 | 0,83% | 1,20 CHF | 1,21 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 105 063 CHF | 105 943 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 103 258 CHF | 104 138 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 103 754 CHF | 104 634 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 103 600 CHF | 104 480 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 102 241 CHF | 103 121 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 101 975 CHF | 102 855 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 104 382 CHF | 105 262 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 101 877 CHF | 102 717 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 105 399 CHF | 106 279 CHF | 99,19% | 99,19% |
07/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 88 000 | 88 000 | 85 140 | 85 140 | 102 473 CHF | 103 325 CHF | 100,00% | 100,00% |