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 | 1,03% | 0,94 CHF | 0,95 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 106 674 CHF | 107 780 CHF | 99,30% | 99,30% |
19/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 115 000 | 115 000 | 113 801 | 113 801 | 106 585 CHF | 107 723 CHF | 99,81% | 99,81% |
18/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 107 693 CHF | 108 789 CHF | 99,89% | 99,89% |
15/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 107 475 CHF | 108 570 CHF | 99,99% | 99,99% |
14/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 110 000 | 110 000 | 111 612 | 111 612 | 105 857 CHF | 106 974 CHF | 98,54% | 98,54% |
13/11/2024 | 1,03% | 0,93 CHF | 0,94 CHF | 115 000 | 115 000 | 110 688 | 110 688 | 107 099 CHF | 108 206 CHF | 99,42% | 99,42% |
12/11/2024 | 1,03% | 0,91 CHF | 0,92 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 106 430 CHF | 107 534 CHF | 99,79% | 99,79% |
11/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 114 546 CHF | 115 642 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 110 594 CHF | 111 690 CHF | 99,04% | 99,04% |
07/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 110 000 | 110 000 | 109 543 | 109 543 | 115 394 CHF | 116 490 CHF | 99,20% | 99,20% |