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 | 0,71% | 1,39 CHF | 1,40 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 126 582 CHF | 127 482 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 123 052 CHF | 123 952 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 129 056 CHF | 129 956 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 128 552 CHF | 129 452 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 119 142 CHF | 120 051 CHF | 99,33% | 99,33% |
13/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 113 711 CHF | 114 661 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,18 CHF | 1,19 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 116 893 CHF | 117 802 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 126 291 CHF | 127 191 CHF | 99,93% | 99,93% |
08/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 127 234 CHF | 128 134 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 85 000 | 85 000 | 85 780 | 85 780 | 129 909 CHF | 130 767 CHF | 100,00% | 100,00% |