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 | 0,87% | 1,12 CHF | 1,13 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 102 541 CHF | 103 441 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,15 CHF | 1,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 98 867 CHF | 99 767 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 104 963 CHF | 105 863 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 104 413 CHF | 105 313 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 94 772 CHF | 95 681 CHF | 99,33% | 99,33% |
13/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 88 219 CHF | 89 169 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 0,91 CHF | 0,92 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 92 565 CHF | 93 474 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 102 162 CHF | 103 062 CHF | 99,93% | 99,93% |
08/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 103 058 CHF | 103 958 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 85 000 | 85 000 | 85 779 | 85 779 | 106 774 CHF | 107 632 CHF | 100,00% | 100,00% |