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 | 1,06% | 0,92 CHF | 0,93 CHF | 200 000 | 200 000 | 199 598 | 199 598 | 187 613 CHF | 189 609 CHF | 99,49% | 99,49% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 205 000 | 205 000 | 203 401 | 203 401 | 182 906 CHF | 184 940 CHF | 99,41% | 99,41% |
18/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 191 176 CHF | 193 168 CHF | 99,90% | 99,90% |
15/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 188 243 CHF | 190 235 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 201 618 | 201 618 | 183 030 CHF | 185 046 CHF | 98,58% | 98,58% |
13/11/2024 | 1,12% | 0,84 CHF | 0,85 CHF | 205 000 | 205 000 | 203 633 | 203 633 | 180 638 CHF | 182 675 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,89 CHF | 0,90 CHF | 205 000 | 205 000 | 199 775 | 199 775 | 186 680 CHF | 188 678 CHF | 99,88% | 99,88% |
11/11/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 200 000 | 200 000 | 199 744 | 199 744 | 185 392 CHF | 187 390 CHF | 100,00% | 100,00% |
08/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 205 000 | 205 000 | 203 525 | 203 525 | 176 997 CHF | 179 033 CHF | 98,50% | 98,50% |
07/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 195 143 | 195 143 | 191 663 CHF | 193 614 CHF | 100,00% | 100,00% |