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 | 0,89% | 1,16 CHF | 1,17 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 100 223 CHF | 101 123 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 595 CHF | 113 595 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 879 CHF | 105 879 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 123 932 CHF | 125 182 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 112 066 CHF | 113 316 CHF | 100,00% | 100,00% |
13/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 105 576 CHF | 106 826 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 106 816 CHF | 108 066 CHF | 100,00% | 100,00% |
11/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 100 614 CHF | 101 864 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 105 649 CHF | 106 899 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 100 887 CHF | 102 137 CHF | 100,00% | 100,00% |