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 | 1,07% | 0,92 CHF | 0,93 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 98 773 CHF | 99 833 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 106 000 | 106 000 | 104 754 | 104 754 | 100 300 CHF | 101 348 CHF | 99,86% | 99,86% |
18/11/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 98 322 CHF | 99 379 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 106 000 | 106 000 | 106 132 | 106 132 | 98 380 CHF | 99 442 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 104 000 | 104 000 | 105 393 | 105 393 | 100 767 CHF | 101 821 CHF | 100,00% | 100,00% |
13/11/2024 | 1,10% | 1,03 CHF | 1,04 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 96 506 CHF | 97 572 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,02 CHF | 1,03 CHF | 104 000 | 104 000 | 99 989 | 99 989 | 117 456 CHF | 118 456 CHF | 99,88% | 99,88% |
11/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 122 676 CHF | 123 656 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 98 000 | 98 000 | 99 560 | 99 560 | 118 821 CHF | 119 816 CHF | 98,89% | 98,89% |
07/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 118 963 CHF | 119 946 CHF | 100,00% | 100,00% |