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 | 1,12% | 89,90 CHF | 90,90 CHF | 8 300 | 8 300 | 8 228 | 8 228 | 741 532 CHF | 749 879 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 90,10 CHF | 91,10 CHF | 8 200 | 8 200 | 8 277 | 8 277 | 745 429 CHF | 753 698 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 90,50 CHF | 91,50 CHF | 8 200 | 8 200 | 8 238 | 8 238 | 743 940 CHF | 752 169 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 90,90 CHF | 91,90 CHF | 8 200 | 8 200 | 8 199 | 8 199 | 747 534 CHF | 755 726 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 92,30 CHF | 93,30 CHF | 8 100 | 8 100 | 8 103 | 8 103 | 742 376 CHF | 750 473 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 91,10 CHF | 92,10 CHF | 8 200 | 8 200 | 8 185 | 8 185 | 745 671 CHF | 753 848 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 91,70 CHF | 92,70 CHF | 8 100 | 8 100 | 8 100 | 8 100 | 744 702 CHF | 752 794 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 92,50 CHF | 93,50 CHF | 8 100 | 8 100 | 8 037 | 8 037 | 744 312 CHF | 752 341 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 92,30 CHF | 93,30 CHF | 8 100 | 8 100 | 8 058 | 8 058 | 744 446 CHF | 752 496 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 92,10 CHF | 93,10 CHF | 8 100 | 8 100 | 8 024 | 8 024 | 744 411 CHF | 752 427 CHF | 99,24% | 99,24% |