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% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 88 466 | 88 466 | 85 773 CHF | 86 658 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 88 000 | 88 000 | 88 380 | 88 380 | 86 488 CHF | 87 372 CHF | 99,85% | 99,85% |
18/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 88 000 | 88 000 | 88 004 | 88 004 | 87 076 CHF | 87 956 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,06 CHF | 1,07 CHF | 86 000 | 86 000 | 84 879 | 84 879 | 95 184 CHF | 96 033 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 83 000 | 83 000 | 83 168 | 83 168 | 99 239 CHF | 100 071 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 85 000 | 85 000 | 84 745 | 84 745 | 95 650 CHF | 96 497 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 84 000 | 84 000 | 83 034 | 83 034 | 100 268 CHF | 101 098 CHF | 99,87% | 99,87% |
11/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 82 000 | 82 000 | 82 044 | 82 044 | 102 443 CHF | 103 263 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 83 000 | 83 000 | 83 075 | 83 075 | 99 361 CHF | 100 191 CHF | 98,88% | 98,88% |
07/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 83 000 | 83 000 | 83 115 | 83 115 | 99 993 CHF | 100 824 CHF | 100,00% | 100,00% |