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 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 356 CHF | 110 356 CHF | 99,39% | 99,39% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 034 CHF | 81 784 CHF | 98,67% | 98,67% |
18/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 238 CHF | 80 988 CHF | 99,28% | 99,28% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 666 CHF | 79 416 CHF | 99,39% | 99,39% |
14/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 453 CHF | 82 203 CHF | 99,35% | 99,35% |
13/11/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 079 CHF | 79 829 CHF | 99,36% | 99,36% |
12/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 816 CHF | 74 566 CHF | 99,09% | 99,09% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 475 CHF | 74 225 CHF | 99,30% | 99,30% |
08/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 733 CHF | 74 483 CHF | 99,39% | 99,39% |
07/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 407 CHF | 71 157 CHF | 99,27% | 99,27% |