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% | 1,09 CHF | 1,10 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 130 147 CHF | 131 347 CHF | 99,44% | 99,44% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 126 072 CHF | 127 272 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 128 949 CHF | 130 149 CHF | 99,88% | 99,88% |
15/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 128 161 CHF | 129 361 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 126 193 CHF | 127 393 CHF | 98,60% | 98,60% |
13/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 126 940 CHF | 128 140 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 132 058 CHF | 133 258 CHF | 99,90% | 99,90% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 134 197 CHF | 135 397 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 133 886 CHF | 135 086 CHF | 99,05% | 99,05% |
07/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 137 026 CHF | 138 226 CHF | 100,00% | 100,00% |