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 | 0,82% | 1,18 CHF | 1,19 CHF | 107 500 | 107 500 | 107 025 | 107 025 | 129 440 CHF | 130 511 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 106 500 | 106 500 | 106 176 | 106 176 | 128 926 CHF | 129 988 CHF | 99,85% | 99,85% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 107 000 | 107 000 | 106 488 | 106 488 | 128 520 CHF | 129 585 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 1,20 CHF | 1,21 CHF | 96 100 | 96 100 | 85 163 | 85 163 | 103 925 CHF | 104 843 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 93 800 | 93 800 | 93 799 | 93 799 | 128 424 CHF | 129 362 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 91 700 | 91 700 | 91 035 | 91 035 | 126 614 CHF | 127 525 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 87 300 | 87 300 | 87 301 | 87 301 | 125 592 CHF | 126 465 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 87 100 | 87 100 | 86 882 | 86 882 | 130 040 CHF | 130 909 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 87 100 | 87 100 | 86 619 | 86 619 | 130 270 CHF | 131 137 CHF | 98,90% | 98,90% |
07/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 87 400 | 87 400 | 87 020 | 87 020 | 129 016 CHF | 129 886 CHF | 100,00% | 100,00% |