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 | 0,89% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 99 440 | 99 440 | 111 450 CHF | 112 445 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 98 000 | 98 000 | 96 960 | 96 960 | 113 515 CHF | 114 485 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 114 538 CHF | 115 498 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 94 000 | 94 000 | 94 138 | 94 138 | 114 154 CHF | 115 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 94 000 | 94 000 | 95 359 | 95 359 | 114 422 CHF | 115 376 CHF | 99,39% | 99,39% |
13/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 96 000 | 96 000 | 95 138 | 95 138 | 114 041 CHF | 114 992 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 96 000 | 96 000 | 94 319 | 94 319 | 114 375 CHF | 115 318 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 94 000 | 94 000 | 93 998 | 93 998 | 116 279 CHF | 117 219 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 96 000 | 96 000 | 95 519 | 95 519 | 114 588 CHF | 115 543 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 94 000 | 94 000 | 93 996 | 93 996 | 115 869 CHF | 116 809 CHF | 100,00% | 100,00% |