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 | 1,04% | 0,89 CHF | 0,90 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 98 688 CHF | 99 715 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 99 983 CHF | 101 010 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 102 000 | 102 000 | 103 126 | 103 126 | 95 805 CHF | 96 836 CHF | 46,22% | 100,00% |
15/11/2024 | 0,84% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 116 705 CHF | 117 692 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 96 000 | 96 000 | 96 672 | 96 672 | 127 719 CHF | 128 686 CHF | 99,88% | 100,00% |
13/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 99 208 CHF | 100 232 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,02 CHF | 1,09 CHF | 102 000 | 101 000 | 100 005 | 100 005 | 110 928 CHF | 111 928 CHF | 11,34% | 100,00% |
11/11/2024 | - | 1,02 CHF | 1,01 CHF | 102 000 | 11 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 97 294 CHF | 98 322 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 95 967 CHF | 96 993 CHF | 100,00% | 100,00% |