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 | 0,80% | 1,23 CHF | 1,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 87 337 CHF | 88 037 CHF | 99,44% | 99,44% |
19/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 70 000 | 70 000 | 70 660 | 70 660 | 86 680 CHF | 87 386 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 88 308 CHF | 89 008 CHF | 99,88% | 99,88% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 87 543 CHF | 88 243 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 87 820 CHF | 88 553 CHF | 98,58% | 98,58% |
13/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 87 330 CHF | 88 059 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 87 661 CHF | 88 361 CHF | 99,90% | 99,90% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 89 492 CHF | 90 192 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 87 848 CHF | 88 548 CHF | 99,05% | 99,05% |
07/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 90 971 CHF | 91 671 CHF | 100,00% | 100,00% |