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% | 1,18 CHF | 1,19 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 107 482 CHF | 108 382 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 103 766 CHF | 104 666 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 109 773 CHF | 110 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 109 293 CHF | 110 193 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 90 000 | 90 000 | 90 923 | 90 923 | 99 850 CHF | 100 759 CHF | 99,39% | 99,39% |
13/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 93 457 CHF | 94 407 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 0,97 CHF | 0,98 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 97 627 CHF | 98 536 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 107 108 CHF | 108 008 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 107 858 CHF | 108 758 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 85 000 | 85 000 | 85 779 | 85 779 | 111 435 CHF | 112 293 CHF | 100,00% | 100,00% |