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 | 0,99% | 0,99 CHF | 1,00 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 481 CHF | 71 181 CHF | 99,48% | 99,48% |
19/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 69 658 CHF | 70 364 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 71 398 CHF | 72 098 CHF | 99,89% | 99,89% |
15/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 593 CHF | 71 293 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 70 100 CHF | 70 833 CHF | 98,62% | 98,62% |
13/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 69 678 CHF | 70 406 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 734 CHF | 71 434 CHF | 99,88% | 99,88% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 72 694 CHF | 73 394 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 880 CHF | 71 580 CHF | 99,04% | 99,04% |
07/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 74 076 CHF | 74 776 CHF | 100,00% | 100,00% |