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 | 1,07% | 0,90 CHF | 0,91 CHF | 140 500 | 140 500 | 140 477 | 140 477 | 130 808 CHF | 132 213 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 132 200 | 132 200 | 132 225 | 132 225 | 120 434 CHF | 121 756 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 132 500 | 132 500 | 134 037 | 134 037 | 129 420 CHF | 130 760 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 133 500 | 133 500 | 130 861 | 130 861 | 128 450 CHF | 129 759 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 139 500 | 139 500 | 142 346 | 142 346 | 133 584 CHF | 135 007 CHF | 100,00% | 100,00% |
13/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 148 400 | 148 400 | 151 035 | 151 035 | 131 963 CHF | 133 473 CHF | 100,00% | 100,00% |
12/11/2024 | 1,11% | 0,83 CHF | 0,84 CHF | 136 600 | 136 600 | 133 925 | 133 925 | 120 285 CHF | 121 625 CHF | 99,85% | 99,85% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 133 600 | 133 600 | 133 709 | 133 709 | 133 339 CHF | 134 677 CHF | 99,67% | 99,67% |
08/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 107 800 | 107 800 | 102 805 | 102 805 | 106 154 CHF | 107 209 CHF | 98,75% | 98,75% |
07/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 106 200 | 106 200 | 106 561 | 106 561 | 137 113 CHF | 138 179 CHF | 100,00% | 100,00% |