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 | 0,92% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 99 441 | 99 441 | 108 017 CHF | 109 011 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 98 000 | 98 000 | 96 961 | 96 961 | 110 114 CHF | 111 084 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 111 114 CHF | 112 074 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 94 000 | 94 000 | 94 139 | 94 139 | 110 809 CHF | 111 750 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 111 147 CHF | 112 101 CHF | 99,33% | 99,33% |
13/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 111 185 CHF | 112 136 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 111 541 CHF | 112 484 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 113 450 CHF | 114 390 CHF | 99,93% | 99,93% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 111 709 CHF | 112 664 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 113 013 CHF | 113 953 CHF | 100,00% | 100,00% |