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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 102 000 | 102 000 | 100 266 | 100 266 | 93 545 CHF | 94 549 CHF | 100,00% | 100,00% |
22/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 102 000 | 102 000 | 102 459 | 102 459 | 91 649 CHF | 92 673 CHF | 100,00% | 100,00% |
20/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 94 578 CHF | 95 572 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 97 053 CHF | 98 023 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 98 215 CHF | 99 175 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 94 000 | 94 000 | 94 139 | 94 139 | 98 119 CHF | 99 061 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 98 194 CHF | 99 147 CHF | 99,34% | 99,34% |
13/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 97 860 CHF | 98 811 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 96 000 | 96 000 | 94 320 | 94 320 | 98 326 CHF | 99 269 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 100 262 CHF | 101 202 CHF | 99,93% | 99,93% |