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 | 0,97% | 1,07 CHF | 1,08 CHF | 182 000 | 182 000 | 80 643 | 80 643 | 84 564 CHF | 85 372 CHF | 99,90% | 99,90% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 184 000 | 184 000 | 81 844 | 81 844 | 87 638 CHF | 88 458 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 182 000 | 182 000 | 81 461 | 81 461 | 87 645 CHF | 88 461 CHF | 99,90% | 99,90% |
15/11/2024 | 0,96% | 1,09 CHF | 1,10 CHF | 182 000 | 182 000 | 80 592 | 80 592 | 85 704 CHF | 86 511 CHF | 99,90% | 99,90% |
14/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 180 000 | 180 000 | 80 146 | 80 146 | 82 965 CHF | 83 768 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 180 000 | 180 000 | 80 281 | 80 281 | 81 774 CHF | 82 578 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 178 000 | 178 000 | 79 864 | 79 864 | 79 890 CHF | 80 690 CHF | 99,88% | 99,88% |
11/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 178 000 | 178 000 | 79 825 | 79 825 | 78 426 CHF | 79 226 CHF | 99,54% | 99,54% |
08/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 178 000 | 178 000 | 80 158 | 80 158 | 78 046 CHF | 78 849 CHF | 99,43% | 99,43% |
07/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 180 000 | 180 000 | 80 088 | 80 088 | 78 036 CHF | 78 838 CHF | 99,90% | 99,90% |