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 | 0,91% | 1,10 CHF | 1,11 CHF | 100 500 | 100 500 | 100 500 | 100 500 | 109 881 CHF | 110 886 CHF | 99,45% | 99,45% |
19/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 100 500 | 100 500 | 96 178 | 96 178 | 103 770 CHF | 104 732 CHF | 98,78% | 98,78% |
18/11/2024 | 1,55% | 1,07 CHF | 1,08 CHF | 94 900 | 94 900 | 89 351 | 89 351 | 100 212 CHF | 101 772 CHF | 98,78% | 98,78% |
15/11/2024 | 1,69% | 1,19 CHF | 1,21 CHF | 87 600 | 87 600 | 84 107 | 84 107 | 98 678 CHF | 100 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,24 CHF | 1,26 CHF | 83 000 | 83 000 | 87 890 | 87 890 | 110 174 CHF | 111 238 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 89 300 | 89 300 | 92 586 | 92 586 | 110 114 CHF | 111 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 93 600 | 93 600 | 99 830 | 99 830 | 115 392 CHF | 116 391 CHF | 99,82% | 99,82% |
11/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 101 500 | 101 500 | 107 185 | 107 185 | 112 301 CHF | 113 373 CHF | 99,74% | 99,74% |
08/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 109 000 | 109 000 | 109 460 | 109 460 | 110 734 CHF | 111 829 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 109 600 | 109 600 | 103 265 | 103 265 | 104 388 CHF | 105 421 CHF | 99,96% | 99,96% |