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 | 0,84% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 83 148 CHF | 83 848 CHF | 99,48% | 99,48% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 70 000 | 70 000 | 70 659 | 70 659 | 82 455 CHF | 83 162 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 84 117 CHF | 84 817 CHF | 99,90% | 99,90% |
15/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 83 342 CHF | 84 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 83 412 CHF | 84 145 CHF | 98,64% | 98,64% |
13/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 82 945 CHF | 83 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 83 466 CHF | 84 166 CHF | 99,88% | 99,88% |
11/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 85 297 CHF | 85 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 83 640 CHF | 84 340 CHF | 99,04% | 99,04% |
07/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 86 753 CHF | 87 453 CHF | 100,00% | 100,00% |