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 | 0,87% | 1,13 CHF | 1,14 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 137 486 CHF | 138 686 CHF | 99,44% | 99,44% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 141 328 CHF | 142 528 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 139 380 CHF | 140 580 CHF | 99,88% | 99,88% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 140 964 CHF | 142 164 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 142 456 CHF | 143 656 CHF | 98,58% | 98,58% |
13/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 141 919 CHF | 143 119 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 136 874 CHF | 138 074 CHF | 99,90% | 99,90% |
11/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 135 036 CHF | 136 236 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 136 139 CHF | 137 339 CHF | 99,05% | 99,05% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 134 123 CHF | 135 323 CHF | 100,00% | 100,00% |