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% | 1,11 CHF | 1,12 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 100 837 CHF | 101 743 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 99 615 CHF | 100 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 100 259 CHF | 101 164 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 93 000 | 93 000 | 90 422 | 90 422 | 99 911 CHF | 100 816 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 93 000 | 93 000 | 91 593 | 91 593 | 97 948 CHF | 98 863 CHF | 99,34% | 99,34% |
13/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 99 304 CHF | 100 211 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 93 000 | 93 000 | 90 142 | 90 142 | 99 856 CHF | 100 757 CHF | 98,86% | 100,00% |
11/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 102 407 CHF | 103 275 CHF | 99,93% | 99,93% |
08/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 104 556 CHF | 105 405 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 107 830 CHF | 108 650 CHF | 98,41% | 98,41% |