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 | 0,21% | 92,80 CHF | 93,00 CHF | 1 200 | 1 200 | 1 195 | 1 195 | 115 402 CHF | 115 641 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 87,90 CHF | 88,10 CHF | 1 300 | 1 300 | 1 295 | 1 295 | 108 264 CHF | 108 523 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 85,50 CHF | 85,70 CHF | 1 300 | 1 300 | 1 295 | 1 295 | 107 896 CHF | 108 155 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 79,70 CHF | 80,00 CHF | 1 200 | 1 200 | 1 193 | 1 193 | 100 208 CHF | 100 566 CHF | 99,90% | 99,90% |
14/11/2024 | 0,22% | 91,20 CHF | 91,40 CHF | 1 200 | 1 200 | 1 195 | 1 195 | 107 721 CHF | 107 960 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 88,30 CHF | 88,60 CHF | 1 200 | 1 200 | 1 188 | 1 188 | 100 727 CHF | 101 061 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 94,40 CHF | 94,70 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 105 262 CHF | 105 591 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 97,20 CHF | 97,50 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 111 267 CHF | 111 596 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 97,50 CHF | 97,80 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 106 650 CHF | 106 978 CHF | 99,19% | 99,19% |
07/11/2024 | 0,23% | 93,90 CHF | 94,10 CHF | 1 400 | 1 400 | 1 394 | 1 394 | 123 916 CHF | 124 195 CHF | 100,00% | 100,00% |