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 | 0,78% | 1,20 CHF | 1,21 CHF | 130 000 | 130 000 | 76 776 | 76 776 | 99 086 CHF | 99 856 CHF | 99,77% | 99,77% |
19/11/2024 | 0,96% | 1,27 CHF | 1,28 CHF | 140 000 | 140 000 | 74 165 | 74 165 | 88 266 CHF | 89 099 CHF | 99,54% | 99,54% |
18/11/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 140 000 | 140 000 | 78 929 | 78 929 | 90 307 CHF | 91 098 CHF | 99,90% | 99,90% |
15/11/2024 | 0,85% | 1,07 CHF | 1,08 CHF | 140 000 | 140 000 | 74 603 | 74 603 | 88 348 CHF | 89 095 CHF | 80,84% | 80,84% |
14/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 130 000 | 130 000 | 75 881 | 75 881 | 103 188 CHF | 103 976 CHF | 92,97% | 92,97% |
13/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 76 079 | 76 079 | 110 954 CHF | 111 718 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 76 142 | 76 142 | 109 575 CHF | 110 340 CHF | 99,56% | 99,56% |
11/11/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 130 000 | 130 000 | 76 147 | 76 147 | 105 692 CHF | 106 456 CHF | 99,90% | 99,90% |
08/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 130 000 | 130 000 | 72 939 | 72 939 | 102 870 CHF | 103 603 CHF | 89,38% | 89,38% |
07/11/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 130 000 | 130 000 | 76 329 | 76 329 | 102 282 CHF | 103 048 CHF | 84,51% | 84,51% |