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 | 1,06% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 65 635 CHF | 66 335 CHF | 99,43% | 99,43% |
19/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 64 957 CHF | 65 664 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 662 CHF | 67 362 CHF | 99,88% | 99,88% |
15/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 65 742 CHF | 66 442 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 73 266 | 73 266 | 65 162 CHF | 65 894 CHF | 98,57% | 98,57% |
13/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 64 810 CHF | 65 538 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 038 CHF | 66 738 CHF | 99,89% | 99,89% |
11/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 67 824 CHF | 68 524 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 66 146 CHF | 66 846 CHF | 99,05% | 99,05% |
07/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 69 184 CHF | 69 884 CHF | 100,00% | 100,00% |