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 | 0,66% | 1,48 CHF | 1,49 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 135 190 CHF | 136 090 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 131 567 CHF | 132 467 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 137 704 CHF | 138 604 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 137 101 CHF | 138 001 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 127 856 CHF | 128 765 CHF | 99,33% | 99,33% |
13/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 122 794 CHF | 123 744 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,27 CHF | 1,28 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 125 601 CHF | 126 510 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 134 900 CHF | 135 800 CHF | 99,93% | 99,93% |
08/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 135 876 CHF | 136 776 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 85 000 | 85 000 | 85 780 | 85 780 | 138 150 CHF | 139 008 CHF | 100,00% | 100,00% |