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 | 0,89% | 1,09 CHF | 1,10 CHF | 115 000 | 115 000 | 110 508 | 110 508 | 123 065 CHF | 124 170 CHF | 99,43% | 99,43% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 123 476 CHF | 124 614 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 123 992 CHF | 125 087 CHF | 99,88% | 99,88% |
15/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 123 811 CHF | 124 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 110 000 | 110 000 | 111 613 | 111 613 | 122 464 CHF | 123 581 CHF | 98,60% | 98,60% |
13/11/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 123 440 CHF | 124 546 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 115 000 | 115 000 | 110 418 | 110 418 | 122 826 CHF | 123 930 CHF | 99,88% | 99,88% |
11/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 130 847 CHF | 131 943 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 126 916 CHF | 128 011 CHF | 99,05% | 99,05% |
07/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 131 758 CHF | 132 853 CHF | 100,00% | 100,00% |