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 | 0,95% | 1,00 CHF | 1,01 CHF | 135 000 | 135 000 | 133 767 | 133 767 | 140 486 CHF | 141 823 CHF | 99,28% | 99,28% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 135 000 | 135 000 | 134 069 | 134 094 | 139 918 CHF | 141 284 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 130 000 | 130 000 | 130 610 | 130 610 | 141 926 CHF | 143 232 CHF | 99,89% | 99,89% |
15/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 139 737 CHF | 141 082 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 135 000 | 135 000 | 134 435 | 134 435 | 137 542 CHF | 138 887 CHF | 98,62% | 98,62% |
13/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 135 000 | 135 000 | 134 462 | 134 462 | 136 076 CHF | 137 420 CHF | 99,98% | 99,98% |
12/11/2024 | 0,95% | 1,00 CHF | 1,01 CHF | 135 000 | 135 000 | 134 440 | 134 440 | 140 998 CHF | 142 343 CHF | 99,13% | 99,13% |
11/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 133 054 | 133 054 | 143 142 CHF | 144 473 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 141 159 CHF | 142 503 CHF | 99,04% | 99,04% |
07/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 142 653 CHF | 143 948 CHF | 100,00% | 100,00% |