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 | 0,92% | 1,05 CHF | 1,06 CHF | 185 000 | 185 000 | 100 415 | 100 415 | 110 894 CHF | 111 902 CHF | 99,90% | 99,90% |
19/11/2024 | 0,92% | 1,16 CHF | 1,17 CHF | 183 800 | 183 800 | 101 754 | 101 754 | 112 799 CHF | 113 818 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,13 CHF | 1,14 CHF | 200 300 | 200 300 | 110 941 | 110 941 | 117 008 CHF | 118 120 CHF | 99,89% | 99,89% |
15/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 182 400 | 182 400 | 100 086 | 100 086 | 104 648 CHF | 105 651 CHF | 99,90% | 99,90% |
14/11/2024 | 0,99% | 1,09 CHF | 1,10 CHF | 199 600 | 199 600 | 109 609 | 109 609 | 113 689 CHF | 114 787 CHF | 99,35% | 99,35% |
13/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 207 700 | 207 700 | 114 066 | 114 066 | 111 218 CHF | 112 361 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 1,03 CHF | 1,04 CHF | 207 400 | 207 400 | 113 911 | 113 911 | 112 518 CHF | 113 660 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 0,95 CHF | 0,96 CHF | 189 100 | 189 100 | 103 078 | 103 078 | 106 090 CHF | 107 123 CHF | 99,66% | 99,66% |
08/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 187 000 | 187 000 | 102 235 | 102 235 | 114 169 CHF | 115 194 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 1,06 CHF | 1,07 CHF | 214 200 | 214 200 | 118 491 | 118 491 | 118 904 CHF | 120 091 CHF | 100,00% | 100,00% |