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 | 0,87% | 1,09 CHF | 1,10 CHF | 70 300 | 70 300 | 70 011 | 70 011 | 79 840 CHF | 80 541 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 70 100 | 70 100 | 71 251 | 71 251 | 74 073 CHF | 74 785 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 70 700 | 70 700 | 70 408 | 70 408 | 76 501 CHF | 77 205 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 69 300 | 69 300 | 69 014 | 69 014 | 75 629 CHF | 76 319 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 69 700 | 69 700 | 69 413 | 69 413 | 77 423 CHF | 78 117 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 69 500 | 69 500 | 69 214 | 69 214 | 77 124 CHF | 77 816 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 65 200 | 65 200 | 64 725 | 64 725 | 74 418 CHF | 75 065 CHF | 99,86% | 99,86% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 70 200 | 70 200 | 70 405 | 70 405 | 85 247 CHF | 85 951 CHF | 99,09% | 99,09% |
08/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 76 000 | 76 000 | 78 197 | 78 197 | 77 929 CHF | 78 711 CHF | 99,48% | 99,48% |
07/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 92 900 | 92 900 | 38 524 | 38 524 | 37 028 CHF | 37 413 CHF | 99,39% | 99,39% |