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 | 0,77% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 99 441 | 99 441 | 128 321 CHF | 129 316 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 129 964 CHF | 130 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 130 862 CHF | 131 822 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 94 000 | 94 000 | 94 139 | 94 139 | 130 197 CHF | 131 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 130 646 CHF | 131 600 CHF | 99,33% | 99,33% |
13/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 130 223 CHF | 131 174 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 130 423 CHF | 131 366 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 132 288 CHF | 133 228 CHF | 99,93% | 99,93% |
08/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 130 895 CHF | 131 850 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 132 400 CHF | 133 340 CHF | 100,00% | 100,00% |