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 | 1,11% | 0,91 CHF | 0,92 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 107 833 CHF | 109 033 CHF | 99,47% | 99,47% |
19/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 103 729 CHF | 104 929 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 106 530 CHF | 107 730 CHF | 99,89% | 99,89% |
15/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 105 618 CHF | 106 818 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 103 875 CHF | 105 075 CHF | 98,53% | 98,53% |
13/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 104 561 CHF | 105 761 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 109 433 CHF | 110 633 CHF | 99,88% | 99,88% |
11/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 111 803 CHF | 113 003 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 111 388 CHF | 112 588 CHF | 99,04% | 99,04% |
07/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 114 569 CHF | 115 769 CHF | 100,00% | 100,00% |