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 | 1,03% | 0,94 CHF | 0,95 CHF | 46 000 | 46 000 | 45 148 | 45 148 | 43 448 CHF | 43 899 CHF | 99,43% | 99,43% |
19/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 45 000 | 45 000 | 45 009 | 45 009 | 43 442 CHF | 43 892 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 45 000 | 45 000 | 45 369 | 45 369 | 42 986 CHF | 43 440 CHF | 99,88% | 99,88% |
15/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 42 428 CHF | 42 888 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 45 000 | 45 000 | 45 984 | 45 984 | 42 838 CHF | 43 297 CHF | 98,54% | 98,54% |
13/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 46 000 | 46 000 | 45 993 | 45 993 | 42 443 CHF | 42 903 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 43 923 CHF | 44 373 CHF | 99,90% | 99,90% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 45 000 | 45 000 | 44 326 | 44 326 | 45 557 CHF | 46 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 44 000 | 44 000 | 44 042 | 44 042 | 45 453 CHF | 45 894 CHF | 98,30% | 98,30% |
07/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 46 145 CHF | 46 585 CHF | 100,00% | 100,00% |