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 | 1,25% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 95 592 CHF | 96 792 CHF | 99,48% | 99,48% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 91 608 CHF | 92 808 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 94 430 CHF | 95 630 CHF | 99,89% | 99,89% |
15/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 93 474 CHF | 94 674 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 91 606 CHF | 92 806 CHF | 98,65% | 98,65% |
13/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 92 429 CHF | 93 629 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 97 360 CHF | 98 560 CHF | 99,88% | 99,88% |
11/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 99 605 CHF | 100 805 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 99 238 CHF | 100 438 CHF | 99,04% | 99,04% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 102 312 CHF | 103 512 CHF | 100,00% | 100,00% |