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 | 1,24% | 0,79 CHF | 0,80 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 84 841 CHF | 85 901 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 106 000 | 106 000 | 104 753 | 104 753 | 86 541 CHF | 87 588 CHF | 99,87% | 99,87% |
18/11/2024 | 1,24% | 0,85 CHF | 0,86 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 84 466 CHF | 85 523 CHF | 100,00% | 100,00% |
15/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 106 000 | 106 000 | 106 132 | 106 132 | 84 504 CHF | 85 565 CHF | 100,00% | 100,00% |
14/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 104 000 | 104 000 | 105 394 | 105 394 | 86 962 CHF | 88 016 CHF | 100,00% | 100,00% |
13/11/2024 | 1,29% | 0,90 CHF | 0,91 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 82 497 CHF | 83 563 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 0,89 CHF | 0,90 CHF | 104 000 | 104 000 | 99 988 | 99 988 | 104 295 CHF | 105 295 CHF | 99,89% | 99,89% |
11/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 109 797 CHF | 110 777 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 98 000 | 98 000 | 99 560 | 99 560 | 105 728 CHF | 106 724 CHF | 98,91% | 98,91% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 106 063 CHF | 107 045 CHF | 100,00% | 100,00% |