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 | 1,26% | 0,78 CHF | 0,79 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 94 734 CHF | 95 934 CHF | 99,43% | 99,43% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 98 616 CHF | 99 816 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 96 615 CHF | 97 815 CHF | 99,88% | 99,88% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 97 973 CHF | 99 173 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 99 534 CHF | 100 734 CHF | 98,59% | 98,59% |
13/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 98 937 CHF | 100 137 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 93 931 CHF | 95 131 CHF | 99,90% | 99,90% |
11/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 92 347 CHF | 93 547 CHF | 100,00% | 100,00% |
08/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 93 076 CHF | 94 276 CHF | 99,05% | 99,05% |
07/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 90 893 CHF | 92 093 CHF | 100,00% | 100,00% |