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 | 1,07% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 117 346 | 117 346 | 111 704 CHF | 112 879 CHF | 98,33% | 98,33% |
19/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 110 000 | 110 000 | 108 816 | 108 816 | 102 826 CHF | 103 916 CHF | 98,54% | 98,54% |
18/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 110 000 | 110 000 | 108 892 | 108 892 | 108 406 CHF | 109 496 CHF | 99,69% | 99,69% |
15/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 118 776 | 118 776 | 110 973 CHF | 112 162 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,94 CHF | 0,95 CHF | 120 000 | 120 000 | 118 736 | 118 736 | 108 917 CHF | 110 106 CHF | 98,47% | 98,47% |
13/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 120 000 | 120 000 | 118 605 | 118 605 | 107 283 CHF | 108 470 CHF | 99,33% | 99,33% |
12/11/2024 | 1,07% | 0,89 CHF | 0,90 CHF | 120 000 | 120 000 | 118 619 | 118 619 | 112 464 CHF | 113 652 CHF | 98,61% | 98,61% |
11/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 110 000 | 110 000 | 116 004 | 116 004 | 113 674 CHF | 114 835 CHF | 99,98% | 99,98% |
08/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 118 771 | 118 771 | 112 368 CHF | 113 557 CHF | 98,53% | 98,53% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 110 000 | 110 000 | 108 860 | 108 860 | 109 911 CHF | 111 001 CHF | 99,58% | 99,58% |