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 | 1,02% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 117 575 CHF | 118 775 CHF | 99,43% | 99,43% |
19/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 113 496 CHF | 114 696 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 116 327 CHF | 117 527 CHF | 99,88% | 99,88% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 115 560 CHF | 116 760 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 113 637 CHF | 114 837 CHF | 98,55% | 98,55% |
13/11/2024 | 1,04% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 114 317 CHF | 115 517 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 119 319 CHF | 120 519 CHF | 99,88% | 99,88% |
11/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 121 667 CHF | 122 867 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 121 183 CHF | 122 383 CHF | 99,05% | 99,05% |
07/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 124 380 CHF | 125 580 CHF | 100,00% | 100,00% |