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 | 1,07% | 0,85 CHF | 0,86 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 95 252 CHF | 96 280 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 96 543 CHF | 97 570 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 0,95 CHF | 0,96 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 92 066 CHF | 93 098 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 98 717 | 98 717 | 113 453 CHF | 114 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 124 553 CHF | 125 519 CHF | 100,00% | 100,00% |
13/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 95 821 CHF | 96 846 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 102 737 CHF | 103 739 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 100 677 CHF | 101 690 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 93 813 CHF | 94 841 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 92 501 CHF | 93 527 CHF | 100,00% | 100,00% |