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 | 1,14% | 0,84 CHF | 0,85 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 78 749 CHF | 79 649 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 78 173 CHF | 79 073 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 78 268 CHF | 79 168 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 81 367 CHF | 82 267 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 83 015 CHF | 83 915 CHF | 99,36% | 99,36% |
13/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 74 327 CHF | 75 227 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 76 881 CHF | 77 781 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 82 384 CHF | 83 284 CHF | 99,93% | 99,93% |
08/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 83 934 CHF | 84 834 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 89 364 CHF | 90 264 CHF | 100,00% | 100,00% |