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 | 0,98% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 100 536 CHF | 101 531 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 103 355 CHF | 104 324 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 104 389 CHF | 105 349 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 94 000 | 94 000 | 94 138 | 94 138 | 104 196 CHF | 105 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 104 466 CHF | 105 419 CHF | 99,33% | 99,33% |
13/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 104 049 CHF | 105 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 104 380 CHF | 105 324 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 106 317 CHF | 107 257 CHF | 99,93% | 99,93% |
08/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 104 545 CHF | 105 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 105 884 CHF | 106 824 CHF | 100,00% | 100,00% |