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 | 0,96% | 1,00 CHF | 1,01 CHF | 315 000 | 315 000 | 110 283 | 110 283 | 113 606 CHF | 114 710 CHF | 99,78% | 99,78% |
19/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 325 000 | 325 000 | 111 933 | 111 933 | 118 867 CHF | 119 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 320 000 | 320 000 | 110 136 | 110 136 | 114 970 CHF | 116 072 CHF | 99,91% | 99,91% |
15/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 320 000 | 320 000 | 109 476 | 109 476 | 112 325 CHF | 113 422 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 310 000 | 310 000 | 105 381 | 105 381 | 106 056 CHF | 107 112 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 315 000 | 315 000 | 109 311 | 109 311 | 111 216 CHF | 112 310 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 315 000 | 315 000 | 109 208 | 109 208 | 109 063 CHF | 110 157 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 310 000 | 310 000 | 107 633 | 107 633 | 103 547 CHF | 104 625 CHF | 99,78% | 99,78% |
08/11/2024 | 1,68% | 0,96 CHF | 0,97 CHF | 315 000 | 315 000 | 87 354 | 87 354 | 85 464 CHF | 86 448 CHF | 99,21% | 99,21% |
07/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 295 000 | 295 000 | 102 779 | 102 779 | 85 650 CHF | 86 679 CHF | 99,85% | 99,85% |