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 | 1,10% | 0,86 CHF | 0,87 CHF | 135 000 | 135 000 | 133 767 | 133 767 | 120 812 CHF | 122 149 CHF | 99,28% | 99,28% |
19/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 135 000 | 135 000 | 134 093 | 134 093 | 120 193 CHF | 121 534 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 130 000 | 130 000 | 130 609 | 130 609 | 122 897 CHF | 124 203 CHF | 99,89% | 99,89% |
15/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 119 843 CHF | 121 188 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 135 000 | 135 000 | 134 435 | 134 435 | 117 816 CHF | 119 160 CHF | 98,60% | 98,60% |
13/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 135 000 | 135 000 | 134 462 | 134 462 | 116 414 CHF | 117 759 CHF | 99,99% | 99,99% |
12/11/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 135 000 | 135 000 | 134 439 | 134 439 | 121 170 CHF | 122 514 CHF | 99,13% | 99,13% |
11/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 130 000 | 130 000 | 133 053 | 133 053 | 123 373 CHF | 124 703 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 121 233 CHF | 122 578 CHF | 99,04% | 99,04% |
07/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 123 361 CHF | 124 656 CHF | 100,00% | 100,00% |