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% | 0,94 CHF | 0,95 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 97 545 CHF | 98 621 CHF | 99,47% | 99,47% |
19/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 85 235 CHF | 86 278 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 75 919 CHF | 76 934 CHF | 100,00% | 100,00% |
15/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 74 487 CHF | 75 499 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 77 838 CHF | 78 858 CHF | 99,33% | 99,33% |
13/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 77 435 CHF | 78 455 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 0,73 CHF | 0,74 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 65 959 CHF | 66 940 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 68 267 CHF | 69 261 CHF | 99,24% | 99,24% |
08/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 67 892 CHF | 68 885 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 0,61 CHF | 0,62 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 63 291 CHF | 64 265 CHF | 99,40% | 99,40% |