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 | 0,92% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 75 975 CHF | 76 675 CHF | 99,44% | 99,44% |
19/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 70 000 | 70 000 | 70 659 | 70 659 | 75 335 CHF | 76 042 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 77 034 CHF | 77 734 CHF | 99,88% | 99,88% |
15/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 76 130 CHF | 76 830 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 73 269 | 73 269 | 76 014 CHF | 76 747 CHF | 98,50% | 98,50% |
13/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 75 587 CHF | 76 315 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 76 383 CHF | 77 083 CHF | 99,88% | 99,88% |
11/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 78 232 CHF | 78 932 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 76 528 CHF | 77 228 CHF | 99,05% | 99,05% |
07/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 79 620 CHF | 80 320 CHF | 100,00% | 100,00% |