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 | 0,94% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 557 CHF | 42 957 CHF | 99,41% | 99,41% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 40 898 CHF | 41 298 CHF | 99,60% | 99,60% |
18/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 42 835 CHF | 43 235 CHF | 99,88% | 99,88% |
15/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 919 CHF | 44 319 CHF | 99,64% | 99,64% |
14/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 43 414 CHF | 43 814 CHF | 98,63% | 98,63% |
13/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 215 CHF | 41 615 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 45 013 CHF | 45 413 CHF | 99,86% | 99,86% |
11/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 45 776 CHF | 46 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 138 CHF | 44 538 CHF | 98,31% | 98,31% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 901 CHF | 45 301 CHF | 99,72% | 99,72% |