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 | 0,96% | 1,09 CHF | 1,10 CHF | 182 000 | 182 000 | 80 640 | 80 640 | 85 838 CHF | 86 646 CHF | 99,90% | 99,90% |
19/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 88 951 CHF | 89 771 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 182 000 | 182 000 | 81 458 | 81 458 | 88 885 CHF | 89 701 CHF | 99,90% | 99,90% |
15/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 182 000 | 182 000 | 80 591 | 80 591 | 87 016 CHF | 87 823 CHF | 99,90% | 99,90% |
14/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 180 000 | 180 000 | 80 146 | 80 146 | 84 074 CHF | 84 877 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 180 000 | 180 000 | 80 288 | 80 288 | 83 084 CHF | 83 888 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 178 000 | 178 000 | 79 877 | 79 877 | 81 138 CHF | 81 939 CHF | 99,85% | 99,85% |
11/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 178 000 | 178 000 | 79 820 | 79 820 | 79 714 CHF | 80 514 CHF | 99,57% | 99,57% |
08/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 178 000 | 178 000 | 80 245 | 80 245 | 79 328 CHF | 80 132 CHF | 99,19% | 99,19% |
07/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 180 000 | 180 000 | 80 088 | 80 088 | 79 203 CHF | 80 005 CHF | 99,89% | 99,89% |