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 | 0,97% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 72 038 CHF | 72 738 CHF | 99,48% | 99,48% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 70 656 | 70 656 | 73 973 CHF | 74 680 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 71 515 CHF | 72 215 CHF | 99,89% | 99,89% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 72 668 CHF | 73 368 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 79 579 CHF | 80 312 CHF | 98,64% | 98,64% |
13/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 79 207 CHF | 79 935 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 72 293 CHF | 72 993 CHF | 99,88% | 99,88% |
11/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 804 CHF | 71 504 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 72 881 CHF | 73 581 CHF | 99,04% | 99,04% |
07/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 70 427 CHF | 71 127 CHF | 100,00% | 100,00% |