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% | 1,33 CHF | 1,34 CHF | 293 000 | 100 000 | 289 729 | 99 259 | 375 373 CHF | 129 591 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 312 000 | 100 000 | 308 385 | 99 284 | 412 906 CHF | 133 924 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 307 000 | 100 000 | 304 749 | 99 281 | 390 823 CHF | 128 320 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 336 000 | 100 000 | 335 703 | 100 000 | 419 001 CHF | 125 811 CHF | 83,28% | 83,28% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 317 000 | 100 000 | 314 872 | 99 287 | 381 850 CHF | 121 391 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 320 000 | 100 000 | 317 833 | 99 290 | 395 938 CHF | 124 687 CHF | 99,21% | 99,21% |
12/11/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 356 000 | 100 000 | 350 203 | 99 326 | 412 484 CHF | 117 985 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 329 000 | 100 000 | 325 388 | 99 305 | 359 103 CHF | 110 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 356 000 | 100 000 | 352 032 | 99 330 | 408 874 CHF | 116 361 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 339 000 | 100 000 | 335 357 | 99 306 | 366 285 CHF | 109 459 CHF | 100,00% | 100,00% |