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 | 1,01% | 1,05 CHF | 1,06 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 36 395 CHF | 36 754 CHF | 99,90% | 99,90% |
19/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 65 000 | 65 000 | 35 867 | 35 867 | 35 295 CHF | 35 655 CHF | 98,91% | 98,91% |
18/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 32 323 CHF | 32 682 CHF | 99,58% | 99,58% |
15/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 31 301 CHF | 31 660 CHF | 99,89% | 99,89% |
14/11/2024 | 1,22% | 0,89 CHF | 0,90 CHF | 65 000 | 65 000 | 36 259 | 36 259 | 30 596 CHF | 30 959 CHF | 98,84% | 98,84% |
13/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 32 463 CHF | 32 822 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 65 000 | 65 000 | 33 385 | 33 385 | 30 432 CHF | 30 768 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 65 000 | 65 000 | 35 513 | 35 513 | 36 821 CHF | 37 179 CHF | 99,93% | 99,93% |
08/11/2024 | 1,73% | 1,11 CHF | 1,12 CHF | 65 000 | 65 000 | 24 622 | 24 622 | 27 314 CHF | 27 584 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 32 195 CHF | 32 484 CHF | 98,68% | 98,68% |