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 | 0,84% | 1,19 CHF | 1,20 CHF | 69 300 | 69 300 | 69 161 | 69 161 | 81 664 CHF | 82 355 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 76 300 | 76 300 | 76 294 | 76 294 | 86 877 CHF | 87 640 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 75 300 | 75 300 | 74 754 | 74 754 | 75 873 CHF | 76 620 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 66 700 | 66 700 | 67 089 | 67 089 | 70 360 CHF | 71 031 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 59 500 | 59 500 | 60 302 | 60 302 | 70 078 CHF | 70 681 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 59 500 | 59 500 | 59 957 | 59 957 | 76 193 CHF | 76 793 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 69 900 | 69 900 | 69 438 | 69 438 | 89 084 CHF | 89 779 CHF | 99,85% | 99,85% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 64 400 | 64 400 | 64 375 | 64 375 | 73 484 CHF | 74 128 CHF | 99,70% | 99,70% |
08/11/2024 | 1,20% | 1,20 CHF | 1,21 CHF | 92 400 | 92 400 | 74 289 | 74 289 | 84 682 CHF | 85 589 CHF | 98,80% | 98,80% |
07/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 80 600 | 80 600 | 81 152 | 81 152 | 72 877 CHF | 73 688 CHF | 100,00% | 100,00% |