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 | 0,99% | 0,98 CHF | 0,99 CHF | 130 600 | 130 600 | 130 063 | 130 063 | 130 501 CHF | 131 802 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 126 900 | 126 900 | 126 425 | 126 425 | 120 507 CHF | 121 771 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 127 100 | 127 100 | 126 576 | 126 576 | 124 109 CHF | 125 375 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 121 400 | 121 400 | 119 354 | 119 354 | 126 161 CHF | 127 354 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 118 600 | 118 600 | 120 467 | 120 467 | 128 168 CHF | 129 373 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 122 300 | 122 300 | 120 024 | 120 024 | 126 580 CHF | 127 781 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,04 CHF | 1,05 CHF | 112 600 | 112 600 | 107 920 | 107 920 | 117 989 CHF | 119 068 CHF | 99,85% | 99,85% |
11/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 114 300 | 114 300 | 113 828 | 113 828 | 137 119 CHF | 138 257 CHF | 99,69% | 99,69% |
08/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 108 100 | 108 100 | 107 668 | 107 668 | 119 710 CHF | 120 787 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 122 400 | 122 400 | 121 997 | 121 997 | 140 713 CHF | 141 933 CHF | 99,39% | 99,39% |