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 | 0,77% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 90 475 CHF | 91 175 CHF | 99,47% | 99,47% |
19/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 89 891 CHF | 90 597 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 91 430 CHF | 92 130 CHF | 99,89% | 99,89% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 90 684 CHF | 91 384 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 91 132 CHF | 91 864 CHF | 98,68% | 98,68% |
13/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 90 525 CHF | 91 253 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 90 786 CHF | 91 486 CHF | 99,88% | 99,88% |
11/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 92 723 CHF | 93 423 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 91 014 CHF | 91 714 CHF | 99,04% | 99,04% |
07/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 94 159 CHF | 94 859 CHF | 100,00% | 100,00% |