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 | 1,00% | 0,98 CHF | 0,99 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 119 063 CHF | 120 263 CHF | 99,44% | 99,44% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 122 841 CHF | 124 041 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 120 938 CHF | 122 138 CHF | 99,88% | 99,88% |
15/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 122 429 CHF | 123 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 123 927 CHF | 125 127 CHF | 98,60% | 98,60% |
13/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 123 318 CHF | 124 518 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 118 373 CHF | 119 573 CHF | 99,88% | 99,88% |
11/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 116 588 CHF | 117 788 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 117 623 CHF | 118 823 CHF | 99,05% | 99,05% |
07/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 115 458 CHF | 116 658 CHF | 100,00% | 100,00% |