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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 120 000 | 120 000 | 118 873 | 118 873 | 127 491 CHF | 128 681 CHF | 99,98% | 99,98% |
20/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 118 872 | 118 872 | 112 680 CHF | 113 870 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 118 861 | 118 861 | 103 449 CHF | 104 639 CHF | 98,92% | 98,92% |
18/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 118 872 | 118 872 | 113 823 CHF | 115 013 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 116 286 CHF | 117 486 CHF | 72,18% | 72,18% |
14/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 120 000 | 120 000 | 118 871 | 118 871 | 114 723 CHF | 115 913 CHF | 100,00% | 100,00% |
13/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 118 864 | 118 864 | 112 816 CHF | 114 006 CHF | 99,28% | 99,28% |
12/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 120 000 | 120 000 | 118 881 | 118 871 | 117 646 CHF | 118 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 120 000 | 120 000 | 118 876 | 118 876 | 124 576 CHF | 125 766 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 120 000 | 120 000 | 118 876 | 118 876 | 123 038 CHF | 124 228 CHF | 100,00% | 100,00% |