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 | 0,89% | 1,09 CHF | 1,10 CHF | 315 000 | 315 000 | 110 280 | 110 280 | 123 489 CHF | 124 593 CHF | 99,78% | 99,78% |
19/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 325 000 | 325 000 | 111 939 | 111 939 | 128 868 CHF | 129 989 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 320 000 | 320 000 | 110 127 | 110 127 | 124 801 CHF | 125 903 CHF | 99,90% | 99,90% |
15/11/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 320 000 | 320 000 | 109 476 | 109 476 | 122 158 CHF | 123 254 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 310 000 | 310 000 | 105 388 | 105 388 | 115 516 CHF | 116 571 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 315 000 | 315 000 | 109 310 | 109 310 | 120 933 CHF | 122 028 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 315 000 | 315 000 | 109 244 | 109 244 | 118 839 CHF | 119 933 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 310 000 | 310 000 | 107 630 | 107 630 | 113 150 CHF | 114 228 CHF | 99,77% | 99,77% |
08/11/2024 | 1,53% | 1,04 CHF | 1,05 CHF | 315 000 | 315 000 | 87 345 | 87 345 | 93 170 CHF | 94 153 CHF | 99,21% | 99,21% |
07/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 295 000 | 295 000 | 102 777 | 102 777 | 94 747 CHF | 95 776 CHF | 99,85% | 99,85% |