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 | 1,14% | 0,89 CHF | 0,90 CHF | 110 000 | 110 000 | 109 125 | 109 125 | 95 330 CHF | 96 421 CHF | 99,47% | 99,47% |
19/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 108 000 | 108 000 | 108 645 | 108 645 | 93 313 CHF | 94 399 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 85 912 CHF | 86 972 CHF | 99,89% | 99,89% |
15/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 106 000 | 106 000 | 106 162 | 106 162 | 87 353 CHF | 88 414 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 108 000 | 108 000 | 107 945 | 107 945 | 91 753 CHF | 92 833 CHF | 98,57% | 98,57% |
13/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 108 000 | 108 000 | 108 218 | 108 218 | 92 752 CHF | 93 834 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 108 000 | 108 000 | 106 996 | 106 996 | 88 966 CHF | 90 036 CHF | 99,88% | 99,88% |
11/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 85 120 CHF | 86 180 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 108 000 | 108 000 | 107 925 | 107 925 | 92 026 CHF | 93 106 CHF | 99,04% | 99,04% |
07/11/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 108 000 | 108 000 | 105 748 | 105 748 | 87 653 CHF | 88 711 CHF | 100,00% | 100,00% |