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 | 1,05% | 0,99 CHF | 1,00 CHF | 90 000 | 90 000 | 44 572 | 44 572 | 43 548 CHF | 43 995 CHF | 99,32% | 99,32% |
19/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 90 000 | 90 000 | 44 500 | 44 500 | 40 716 CHF | 41 163 CHF | 100,00% | 100,00% |
18/11/2024 | 1,16% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 44 592 | 44 592 | 39 651 CHF | 40 098 CHF | 99,65% | 99,65% |
15/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 44 608 | 44 608 | 41 464 CHF | 41 911 CHF | 99,90% | 99,90% |
14/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 44 650 | 44 650 | 42 869 CHF | 43 317 CHF | 98,11% | 98,11% |
13/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 90 000 | 90 000 | 44 564 | 44 564 | 43 217 CHF | 43 664 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 90 000 | 90 000 | 44 582 | 44 582 | 43 832 CHF | 44 280 CHF | 99,87% | 99,87% |
11/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 90 000 | 90 000 | 44 581 | 44 581 | 44 858 CHF | 45 306 CHF | 99,85% | 99,85% |
08/11/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 90 000 | 90 000 | 44 699 | 44 699 | 44 627 CHF | 45 075 CHF | 99,06% | 99,06% |
07/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 90 000 | 90 000 | 44 667 | 44 667 | 44 285 CHF | 44 733 CHF | 99,72% | 99,72% |