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 | 0,99% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 104 CHF | 70 804 CHF | 99,43% | 99,43% |
19/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 72 035 CHF | 72 741 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 69 556 CHF | 70 256 CHF | 99,88% | 99,88% |
15/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 727 CHF | 71 427 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 77 532 CHF | 78 265 CHF | 98,51% | 98,51% |
13/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 77 153 CHF | 77 881 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 297 CHF | 70 997 CHF | 99,89% | 99,89% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 68 696 CHF | 69 396 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 936 CHF | 71 636 CHF | 99,05% | 99,05% |
07/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 68 448 CHF | 69 148 CHF | 100,00% | 100,00% |