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 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 590 CHF | 57 090 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 683 CHF | 56 183 CHF | 99,91% | 99,91% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 17 873 | 17 872 | 19 415 CHF | 19 592 CHF | 99,89% | 99,89% |
15/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,72% | 99,72% |
11/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,91% | 99,91% |
08/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,91% | 99,91% |