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 | 1,08% | 0,95 CHF | 0,96 CHF | 130 000 | 130 000 | 63 783 | 63 783 | 60 156 CHF | 60 795 CHF | 99,41% | 99,41% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 130 000 | 130 000 | 61 457 | 61 457 | 56 085 CHF | 56 704 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 130 000 | 130 000 | 55 101 | 55 101 | 55 774 CHF | 56 326 CHF | 99,85% | 99,85% |
15/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 130 000 | 130 000 | 60 747 | 60 747 | 59 765 CHF | 60 374 CHF | 99,72% | 99,72% |
14/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 120 000 | 120 000 | 53 416 | 53 416 | 56 451 CHF | 56 988 CHF | 98,61% | 98,61% |
13/11/2024 | 1,01% | 1,06 CHF | 1,07 CHF | 120 000 | 120 000 | 58 634 | 58 634 | 60 242 CHF | 60 831 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 56 811 | 56 811 | 58 396 CHF | 58 968 CHF | 99,19% | 99,19% |
11/11/2024 | 1,11% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 62 953 | 62 953 | 60 242 CHF | 60 877 CHF | 99,90% | 99,90% |
08/11/2024 | 1,25% | 0,87 CHF | 0,88 CHF | 140 000 | 140 000 | 65 510 | 65 510 | 54 596 CHF | 55 254 CHF | 99,06% | 99,06% |
07/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 140 000 | 140 000 | 65 344 | 65 344 | 55 152 CHF | 55 808 CHF | 99,68% | 99,68% |