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% | 1,17 CHF | 1,18 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 778 CHF | 40 128 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 40 629 CHF | 40 979 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 691 CHF | 40 041 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 38 268 CHF | 38 618 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 069 CHF | 39 419 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 40 768 CHF | 41 118 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 38 119 CHF | 38 469 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 38 173 CHF | 38 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 40 143 CHF | 40 493 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 708 CHF | 34 008 CHF | 100,00% | 100,00% |