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 | 1,38% | 0,71 CHF | 0,72 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 86 570 CHF | 87 770 CHF | 99,47% | 99,47% |
19/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 90 439 CHF | 91 639 CHF | 100,00% | 100,00% |
18/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 88 368 CHF | 89 568 CHF | 99,89% | 99,89% |
15/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 89 813 CHF | 91 013 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 91 421 CHF | 92 621 CHF | 98,65% | 98,65% |
13/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 90 773 CHF | 91 973 CHF | 100,00% | 100,00% |
12/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 85 753 CHF | 86 953 CHF | 99,88% | 99,88% |
11/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 83 980 CHF | 85 180 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 84 822 CHF | 86 022 CHF | 99,04% | 99,04% |
07/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 82 529 CHF | 83 729 CHF | 100,00% | 100,00% |