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 | 0,91% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 668 CHF | 44 068 CHF | 99,97% | 99,97% |
19/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 797 CHF | 44 197 CHF | 99,78% | 99,78% |
18/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 862 CHF | 43 262 CHF | 99,91% | 99,91% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 630 CHF | 42 030 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 077 CHF | 42 477 CHF | 99,66% | 99,66% |
13/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 678 CHF | 42 078 CHF | 99,94% | 99,94% |
12/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 40 000 | 40 000 | 39 996 | 40 000 | 44 297 CHF | 44 702 CHF | 99,83% | 99,83% |
11/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 46 883 CHF | 47 283 CHF | 99,82% | 99,82% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 091 CHF | 47 491 CHF | 99,88% | 99,88% |
07/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 868 CHF | 48 268 CHF | 99,91% | 99,91% |