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 | 0,80% | 1,23 CHF | 1,24 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 124 349 CHF | 125 344 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 126 093 CHF | 127 063 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 127 444 CHF | 128 404 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 94 000 | 94 000 | 94 138 | 94 138 | 126 873 CHF | 127 814 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 127 370 CHF | 128 323 CHF | 99,39% | 99,39% |
13/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 126 930 CHF | 127 881 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 96 000 | 96 000 | 94 320 | 94 320 | 127 053 CHF | 127 996 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 128 915 CHF | 129 855 CHF | 99,93% | 99,93% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 127 564 CHF | 128 519 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 128 612 CHF | 129 552 CHF | 100,00% | 100,00% |