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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 82 000 | 82 000 | 81 362 | 81 362 | 80 617 CHF | 81 432 CHF | 100,00% | 100,00% |
20/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 83 000 | 83 000 | 81 675 | 81 675 | 80 435 CHF | 81 253 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 84 000 | 84 000 | 83 579 | 83 579 | 89 047 CHF | 89 884 CHF | 98,97% | 98,97% |
18/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 83 500 | 83 500 | 82 465 | 82 465 | 83 558 CHF | 84 383 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 85 000 | 85 000 | 85 022 | 85 022 | 91 176 CHF | 92 026 CHF | 72,21% | 72,21% |
14/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 85 000 | 85 000 | 84 568 | 84 568 | 92 459 CHF | 93 305 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 85 500 | 85 500 | 84 842 | 84 842 | 93 517 CHF | 94 367 CHF | 99,32% | 99,32% |
12/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 86 000 | 86 000 | 83 420 | 83 420 | 87 551 CHF | 88 386 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 0,91 CHF | 0,92 CHF | 80 500 | 80 500 | 79 195 | 79 195 | 68 859 CHF | 69 651 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 80 500 | 80 500 | 79 687 | 79 687 | 70 517 CHF | 71 315 CHF | 100,00% | 100,00% |