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 | 0,99% | 1,03 CHF | 1,04 CHF | 131 000 | 131 000 | 129 301 | 129 301 | 130 559 CHF | 131 852 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 129 932 | 129 932 | 132 363 CHF | 133 662 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 128 000 | 128 000 | 128 567 | 128 567 | 128 068 CHF | 129 354 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 128 000 | 128 000 | 126 946 | 126 946 | 122 791 CHF | 124 061 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 126 000 | 126 000 | 126 712 | 126 712 | 121 826 CHF | 123 093 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 127 000 | 127 000 | 126 475 | 126 475 | 121 451 CHF | 122 716 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 126 000 | 126 000 | 123 947 | 123 947 | 112 872 CHF | 114 112 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 122 000 | 122 000 | 122 266 | 122 266 | 107 779 CHF | 109 002 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 125 000 | 125 000 | 124 042 | 124 042 | 113 701 CHF | 114 942 CHF | 99,18% | 99,18% |
07/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 122 000 | 122 000 | 122 544 | 122 544 | 108 428 CHF | 109 653 CHF | 100,00% | 100,00% |