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 | 1,15% | 0,94 CHF | 0,96 CHF | 13 000 | 13 000 | 116 695 | 116 695 | 113 328 CHF | 114 510 CHF | 99,42% | 99,42% |
19/11/2024 | 1,21% | 0,94 CHF | 0,95 CHF | 130 000 | 130 000 | 112 563 | 112 563 | 106 290 CHF | 107 433 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 1,00 CHF | 1,01 CHF | 120 000 | 120 000 | 113 084 | 113 084 | 111 457 CHF | 112 596 CHF | 99,88% | 99,88% |
15/11/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 120 000 | 120 000 | 115 186 | 115 186 | 113 280 CHF | 114 437 CHF | 99,45% | 99,45% |
14/11/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 130 000 | 130 000 | 126 425 | 126 425 | 120 645 CHF | 121 913 CHF | 98,65% | 98,65% |
13/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 130 000 | 130 000 | 127 324 | 127 324 | 124 122 CHF | 125 398 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 130 000 | 130 000 | 119 203 | 119 203 | 115 920 CHF | 117 115 CHF | 99,87% | 99,87% |
11/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 120 000 | 120 000 | 117 785 | 117 785 | 123 498 CHF | 124 678 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 120 000 | 120 000 | 117 817 | 117 817 | 119 618 CHF | 120 803 CHF | 99,06% | 99,06% |
07/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 120 000 | 120 000 | 117 453 | 117 453 | 124 223 CHF | 125 400 CHF | 100,00% | 100,00% |