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 | 1,14% | 0,86 CHF | 0,87 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 104 390 CHF | 105 590 CHF | 99,48% | 99,48% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 108 221 CHF | 109 421 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 106 184 CHF | 107 384 CHF | 99,90% | 99,90% |
15/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 107 572 CHF | 108 772 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 109 147 CHF | 110 347 CHF | 98,59% | 98,59% |
13/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 108 656 CHF | 109 856 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 103 588 CHF | 104 788 CHF | 99,88% | 99,88% |
11/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 101 792 CHF | 102 992 CHF | 100,00% | 100,00% |
08/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 102 610 CHF | 103 810 CHF | 99,04% | 99,04% |
07/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 100 387 CHF | 101 587 CHF | 100,00% | 100,00% |