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 | 0,78% | 1,24 CHF | 1,25 CHF | 85 500 | 85 500 | 85 074 | 85 074 | 108 068 CHF | 108 919 CHF | 99,48% | 99,48% |
19/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 83 900 | 83 900 | 83 606 | 83 606 | 102 761 CHF | 103 597 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 86 500 | 86 500 | 86 256 | 86 256 | 109 074 CHF | 109 937 CHF | 99,90% | 99,90% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 88 300 | 88 300 | 88 300 | 88 300 | 108 506 CHF | 109 389 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 107 830 CHF | 108 740 CHF | 98,52% | 98,52% |
13/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 91 800 | 91 800 | 91 800 | 91 800 | 105 396 CHF | 106 314 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 83 500 | 83 500 | 83 500 | 83 500 | 100 501 CHF | 101 336 CHF | 99,88% | 99,88% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 79 300 | 79 300 | 80 315 | 80 315 | 104 255 CHF | 105 058 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 83 800 | 83 800 | 82 758 | 82 758 | 104 798 CHF | 105 626 CHF | 99,05% | 99,05% |
07/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 75 100 | 75 100 | 75 620 | 75 620 | 98 475 CHF | 99 231 CHF | 100,00% | 100,00% |