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 | 0,99% | 1,07 CHF | 1,08 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 37 231 CHF | 37 590 CHF | 99,90% | 99,90% |
19/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 65 000 | 65 000 | 35 865 | 35 865 | 36 142 CHF | 36 502 CHF | 98,91% | 98,91% |
18/11/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 33 158 CHF | 33 516 CHF | 99,58% | 99,58% |
15/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 32 134 CHF | 32 493 CHF | 99,89% | 99,89% |
14/11/2024 | 1,19% | 0,91 CHF | 0,92 CHF | 65 000 | 65 000 | 36 261 | 36 261 | 31 476 CHF | 31 840 CHF | 98,85% | 98,85% |
13/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 33 313 CHF | 33 672 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 65 000 | 65 000 | 33 381 | 33 381 | 31 195 CHF | 31 531 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 65 000 | 65 000 | 35 511 | 35 511 | 37 621 CHF | 37 980 CHF | 99,93% | 99,93% |
08/11/2024 | 1,69% | 1,13 CHF | 1,14 CHF | 65 000 | 65 000 | 24 625 | 24 625 | 27 858 CHF | 28 128 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 60 000 | 60 000 | 28 764 | 28 764 | 32 833 CHF | 33 121 CHF | 98,68% | 98,68% |