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% | 1,00 CHF | 1,01 CHF | 182 000 | 182 000 | 80 638 | 80 638 | 78 603 CHF | 79 411 CHF | 99,90% | 99,90% |
19/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 81 654 CHF | 82 474 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 182 000 | 182 000 | 81 456 | 81 456 | 81 553 CHF | 82 369 CHF | 99,90% | 99,90% |
15/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 182 000 | 182 000 | 80 589 | 80 589 | 79 684 CHF | 80 492 CHF | 99,90% | 99,90% |
14/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 180 000 | 180 000 | 80 145 | 80 145 | 76 812 CHF | 77 615 CHF | 100,00% | 100,00% |
13/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 180 000 | 180 000 | 80 280 | 80 280 | 75 846 CHF | 76 650 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 178 000 | 178 000 | 79 865 | 79 865 | 73 949 CHF | 74 749 CHF | 99,85% | 99,85% |
11/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 178 000 | 178 000 | 79 822 | 79 822 | 72 544 CHF | 73 344 CHF | 99,59% | 99,59% |
08/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 178 000 | 178 000 | 79 959 | 79 959 | 71 932 CHF | 72 733 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 72 074 CHF | 72 877 CHF | 99,89% | 99,89% |