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 | 1,01% | 1,00 CHF | 1,01 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 133 591 CHF | 134 953 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 139 235 CHF | 140 622 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 130 132 CHF | 131 482 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 126 403 CHF | 127 726 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 137 309 CHF | 138 683 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 135 536 CHF | 136 900 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 131 632 CHF | 132 986 CHF | 99,85% | 99,85% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 131 285 CHF | 132 638 CHF | 99,65% | 99,65% |
08/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 136 000 | 136 000 | 134 833 | 134 833 | 131 247 CHF | 132 596 CHF | 99,46% | 99,46% |
07/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 134 116 CHF | 135 470 CHF | 100,00% | 100,00% |