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 | 0,65% | 1,52 CHF | 1,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 138 363 CHF | 139 263 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 134 712 CHF | 135 612 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 140 870 CHF | 141 770 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 140 414 CHF | 141 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 90 000 | 90 000 | 90 923 | 90 923 | 131 150 CHF | 132 059 CHF | 99,39% | 99,39% |
13/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 126 173 CHF | 127 123 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,31 CHF | 1,32 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 128 982 CHF | 129 892 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 138 161 CHF | 139 061 CHF | 99,93% | 99,93% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 138 929 CHF | 139 829 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 85 000 | 85 000 | 85 780 | 85 780 | 141 207 CHF | 142 064 CHF | 100,00% | 100,00% |