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 | 1,27% | 0,80 CHF | 0,81 CHF | 110 000 | 110 000 | 109 125 | 109 125 | 85 100 CHF | 86 191 CHF | 99,47% | 99,47% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 108 000 | 108 000 | 108 645 | 108 645 | 83 207 CHF | 84 294 CHF | 100,00% | 100,00% |
18/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 76 121 CHF | 77 181 CHF | 99,89% | 99,89% |
15/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 106 000 | 106 000 | 106 162 | 106 162 | 77 490 CHF | 78 551 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 108 000 | 108 000 | 107 944 | 107 944 | 81 709 CHF | 82 789 CHF | 98,64% | 98,64% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 108 000 | 108 000 | 108 219 | 108 219 | 82 603 CHF | 83 686 CHF | 100,00% | 100,00% |
12/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 108 000 | 108 000 | 106 996 | 106 996 | 78 972 CHF | 80 042 CHF | 99,88% | 99,88% |
11/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 75 259 CHF | 76 319 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 108 000 | 108 000 | 107 925 | 107 925 | 81 987 CHF | 83 066 CHF | 99,04% | 99,04% |
07/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 108 000 | 108 000 | 105 748 | 105 748 | 77 606 CHF | 78 663 CHF | 100,00% | 100,00% |