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 | 1,00% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 129 514 | 129 514 | 129 128 CHF | 130 423 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 130 000 | 130 000 | 129 367 | 129 367 | 128 881 CHF | 130 174 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 128 000 | 128 000 | 127 211 | 127 211 | 118 906 CHF | 120 178 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 126 000 | 126 000 | 125 851 | 125 851 | 115 450 CHF | 116 709 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 128 000 | 128 000 | 128 404 | 128 404 | 126 617 CHF | 127 901 CHF | 99,33% | 99,33% |
13/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 132 000 | 132 000 | 129 189 | 129 189 | 129 634 CHF | 130 926 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 128 000 | 128 000 | 126 004 | 126 004 | 114 815 CHF | 116 075 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 126 000 | 126 000 | 125 770 | 125 770 | 114 085 CHF | 115 343 CHF | 99,93% | 99,93% |
08/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 128 000 | 128 000 | 126 027 | 126 027 | 116 731 CHF | 117 991 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 122 000 | 122 000 | 121 615 | 121 615 | 98 242 CHF | 99 458 CHF | 100,00% | 100,00% |