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 | 1,18% | 0,85 CHF | 0,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 101 354 CHF | 102 554 CHF | 99,43% | 99,43% |
19/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 97 211 CHF | 98 411 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 99 907 CHF | 101 107 CHF | 99,88% | 99,88% |
15/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 99 234 CHF | 100 434 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 97 309 CHF | 98 509 CHF | 98,51% | 98,51% |
13/11/2024 | 1,22% | 0,78 CHF | 0,79 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 98 043 CHF | 99 243 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 103 206 CHF | 104 406 CHF | 99,89% | 99,89% |
11/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 105 289 CHF | 106 489 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 104 940 CHF | 106 140 CHF | 99,05% | 99,05% |
07/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 108 024 CHF | 109 224 CHF | 100,00% | 100,00% |