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 | 0,94% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 109 125 | 109 125 | 115 541 CHF | 116 633 CHF | 99,48% | 99,48% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 108 000 | 108 000 | 108 646 | 108 646 | 113 373 CHF | 114 460 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 105 642 CHF | 106 702 CHF | 99,89% | 99,89% |
15/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 106 000 | 106 000 | 106 162 | 106 162 | 107 133 CHF | 108 195 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 108 000 | 108 000 | 107 944 | 107 944 | 111 799 CHF | 112 878 CHF | 98,65% | 98,65% |
13/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 108 000 | 108 000 | 108 218 | 108 218 | 112 807 CHF | 113 889 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 108 000 | 108 000 | 106 996 | 106 996 | 108 804 CHF | 109 874 CHF | 99,88% | 99,88% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 104 790 CHF | 105 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 108 000 | 108 000 | 107 926 | 107 926 | 112 144 CHF | 113 223 CHF | 99,04% | 99,04% |
07/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 108 000 | 108 000 | 105 749 | 105 749 | 107 325 CHF | 108 382 CHF | 100,00% | 100,00% |