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 | 0,76% | 1,29 CHF | 1,30 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 130 859 CHF | 131 854 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 132 326 CHF | 133 296 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 133 211 CHF | 134 171 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 94 000 | 94 000 | 94 138 | 94 138 | 132 539 CHF | 133 480 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 133 096 CHF | 134 050 CHF | 99,39% | 99,39% |
13/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 132 649 CHF | 133 601 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 96 000 | 96 000 | 94 320 | 94 320 | 132 720 CHF | 133 664 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 134 569 CHF | 135 509 CHF | 99,93% | 99,93% |
08/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 133 776 CHF | 134 731 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 134 845 CHF | 135 785 CHF | 100,00% | 100,00% |