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 | 0,99% | 0,99 CHF | 1,00 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 106 062 CHF | 107 122 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 106 000 | 106 000 | 104 754 | 104 754 | 107 507 CHF | 108 555 CHF | 99,87% | 99,87% |
18/11/2024 | 1,00% | 1,05 CHF | 1,06 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 105 622 CHF | 106 679 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 106 000 | 106 000 | 106 131 | 106 131 | 105 710 CHF | 106 772 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 104 000 | 104 000 | 105 391 | 105 391 | 108 012 CHF | 109 066 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 1,10 CHF | 1,11 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 103 866 CHF | 104 932 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,09 CHF | 1,10 CHF | 104 000 | 104 000 | 99 984 | 99 984 | 124 212 CHF | 125 212 CHF | 99,79% | 99,79% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 129 182 CHF | 130 162 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 98 000 | 98 000 | 99 561 | 99 561 | 125 487 CHF | 126 483 CHF | 98,89% | 98,89% |
07/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 125 525 CHF | 126 507 CHF | 100,00% | 100,00% |