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 | 1,04% | 0,91 CHF | 0,92 CHF | 190 000 | 190 000 | 104 398 | 104 398 | 100 847 CHF | 101 893 CHF | 99,77% | 99,77% |
19/11/2024 | 1,28% | 0,95 CHF | 0,96 CHF | 190 000 | 190 000 | 101 098 | 101 098 | 90 180 CHF | 91 314 CHF | 99,54% | 99,54% |
18/11/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 200 000 | 200 000 | 115 545 | 115 545 | 100 448 CHF | 101 605 CHF | 99,90% | 99,90% |
15/11/2024 | 1,13% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 108 547 | 108 547 | 96 441 CHF | 97 529 CHF | 99,68% | 99,68% |
14/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 180 000 | 180 000 | 95 011 | 95 011 | 96 200 CHF | 97 186 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 180 000 | 180 000 | 95 903 | 95 903 | 104 380 CHF | 105 343 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 180 000 | 180 000 | 96 812 | 96 812 | 104 534 CHF | 105 506 CHF | 99,90% | 99,90% |
11/11/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 180 000 | 180 000 | 102 150 | 102 150 | 106 085 CHF | 107 110 CHF | 99,90% | 99,90% |
08/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 180 000 | 180 000 | 96 887 | 96 887 | 101 884 CHF | 102 858 CHF | 98,77% | 98,77% |
07/11/2024 | 1,02% | 1,04 CHF | 1,05 CHF | 190 000 | 190 000 | 106 586 | 106 586 | 108 190 CHF | 109 260 CHF | 100,00% | 100,00% |