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 | 0,72% | 1,35 CHF | 1,36 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 115 341 CHF | 116 171 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 112 578 CHF | 113 408 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 118 124 CHF | 118 943 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 119 427 CHF | 120 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 115 451 CHF | 116 278 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 83 000 | 83 000 | 84 509 | 84 509 | 108 727 CHF | 109 572 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,22 CHF | 1,23 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 110 096 CHF | 110 930 CHF | 99,86% | 99,86% |
11/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 119 813 CHF | 120 623 CHF | 99,65% | 99,65% |
08/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 83 000 | 83 000 | 79 156 | 79 156 | 119 203 CHF | 120 015 CHF | 98,71% | 98,71% |
07/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 141 235 CHF | 142 007 CHF | 100,00% | 100,00% |