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 | 0,81% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 99 441 | 99 441 | 121 919 CHF | 122 914 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 123 635 CHF | 124 605 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 124 561 CHF | 125 521 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 94 000 | 94 000 | 94 139 | 94 139 | 124 039 CHF | 124 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 124 506 CHF | 125 459 CHF | 99,33% | 99,33% |
13/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 124 068 CHF | 125 020 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 124 218 CHF | 125 161 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 126 086 CHF | 127 026 CHF | 99,93% | 99,93% |
08/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 124 686 CHF | 125 642 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 125 751 CHF | 126 691 CHF | 100,00% | 100,00% |