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 | 1,10% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 63 438 CHF | 64 138 CHF | 99,44% | 99,44% |
19/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 65 333 CHF | 66 040 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 62 838 CHF | 63 538 CHF | 99,88% | 99,88% |
15/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 043 CHF | 64 743 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 70 557 CHF | 71 289 CHF | 98,60% | 98,60% |
13/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 70 195 CHF | 70 923 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 63 688 CHF | 64 388 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 62 024 CHF | 62 724 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 122 CHF | 64 822 CHF | 99,05% | 99,05% |
07/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 61 727 CHF | 62 427 CHF | 100,00% | 100,00% |