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 | 0,83% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 69 959 | 69 959 | 83 688 CHF | 84 388 CHF | 99,43% | 99,43% |
19/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 69 947 | 69 947 | 80 384 CHF | 81 083 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 69 984 | 69 984 | 83 004 CHF | 83 704 CHF | 99,88% | 99,88% |
15/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 70 000 | 70 000 | 69 961 | 69 961 | 79 698 CHF | 80 398 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 70 000 | 70 000 | 69 943 | 69 943 | 76 000 CHF | 76 699 CHF | 98,67% | 98,67% |
13/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 69 975 | 69 975 | 72 813 CHF | 73 513 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 69 957 | 69 957 | 77 002 CHF | 77 702 CHF | 99,88% | 99,88% |
11/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 69 986 | 69 986 | 84 971 CHF | 85 671 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 69 974 | 69 974 | 82 253 CHF | 82 953 CHF | 99,06% | 99,06% |
07/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 69 944 | 69 944 | 85 275 CHF | 85 975 CHF | 99,97% | 99,97% |