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 | 1,14% | 0,87 CHF | 0,88 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 92 855 CHF | 93 915 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 106 000 | 106 000 | 104 755 | 104 755 | 94 413 CHF | 95 460 CHF | 99,87% | 99,87% |
18/11/2024 | 1,14% | 0,93 CHF | 0,94 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 92 394 CHF | 93 450 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 106 000 | 106 000 | 106 132 | 106 132 | 92 534 CHF | 93 596 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 104 000 | 104 000 | 105 394 | 105 394 | 94 936 CHF | 95 990 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 0,97 CHF | 0,98 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 90 573 CHF | 91 639 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 0,96 CHF | 0,97 CHF | 104 000 | 104 000 | 99 984 | 99 984 | 111 781 CHF | 112 781 CHF | 99,81% | 99,81% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 116 987 CHF | 117 967 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 98 000 | 98 000 | 99 560 | 99 560 | 113 063 CHF | 114 059 CHF | 98,93% | 98,93% |
07/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 113 351 CHF | 114 334 CHF | 100,00% | 100,00% |