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 | 1,59% | 1,24 CHF | 1,26 CHF | 106 900 | 106 900 | 107 203 | 107 203 | 133 437 CHF | 135 581 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 1,21 CHF | 1,23 CHF | 111 600 | 111 600 | 112 702 | 112 702 | 132 390 CHF | 134 644 CHF | 99,90% | 99,90% |
18/11/2024 | 1,68% | 1,18 CHF | 1,20 CHF | 109 700 | 109 700 | 109 582 | 109 582 | 129 283 CHF | 131 474 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 1,20 CHF | 1,22 CHF | 79 100 | 79 100 | 76 732 | 76 732 | 109 723 CHF | 111 259 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 1,76 CHF | 1,79 CHF | 73 700 | 73 700 | 73 535 | 73 535 | 128 527 CHF | 130 733 CHF | 100,00% | 100,00% |
13/11/2024 | 1,75% | 1,75 CHF | 1,78 CHF | 73 300 | 73 300 | 73 675 | 73 675 | 125 198 CHF | 127 408 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 1,79 CHF | 1,82 CHF | 74 700 | 74 700 | 75 070 | 75 070 | 133 298 CHF | 135 140 CHF | 99,92% | 99,92% |
11/11/2024 | 1,15% | 1,72 CHF | 1,74 CHF | 77 100 | 77 100 | 77 170 | 77 170 | 133 970 CHF | 135 513 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 1,67 CHF | 1,69 CHF | 78 600 | 78 600 | 78 905 | 78 905 | 129 240 CHF | 130 818 CHF | 98,95% | 98,95% |
07/11/2024 | 1,24% | 1,65 CHF | 1,67 CHF | 83 100 | 83 100 | 83 909 | 83 909 | 134 283 CHF | 135 961 CHF | 100,00% | 100,00% |