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 | 0,97% | 1,02 CHF | 1,03 CHF | 180 000 | 180 000 | 178 873 | 178 873 | 187 533 CHF | 189 324 CHF | 99,42% | 99,42% |
19/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 190 000 | 190 000 | 186 244 | 186 244 | 186 625 CHF | 188 490 CHF | 99,41% | 99,41% |
18/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 178 135 | 178 135 | 190 259 CHF | 192 043 CHF | 99,88% | 99,88% |
15/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 190 000 | 190 000 | 188 023 | 188 023 | 198 632 CHF | 200 514 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 190 000 | 190 000 | 187 900 | 187 900 | 190 781 CHF | 192 662 CHF | 98,68% | 98,68% |
13/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 190 000 | 190 000 | 187 963 | 187 963 | 186 680 CHF | 188 562 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 179 306 | 179 306 | 187 264 CHF | 189 059 CHF | 99,87% | 99,87% |
11/11/2024 | 0,98% | 1,08 CHF | 1,09 CHF | 190 000 | 190 000 | 188 021 | 188 021 | 194 821 CHF | 196 703 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 190 000 | 190 000 | 188 009 | 188 009 | 183 288 CHF | 185 171 CHF | 98,52% | 98,52% |
07/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 180 000 | 180 000 | 178 057 | 178 057 | 196 715 CHF | 198 497 CHF | 100,00% | 100,00% |