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 | 1,07% | 0,97 CHF | 0,98 CHF | 141 700 | 141 700 | 141 116 | 141 116 | 130 738 CHF | 132 149 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 150 300 | 150 300 | 149 680 | 149 680 | 138 086 CHF | 139 583 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 142 600 | 142 600 | 141 980 | 141 980 | 123 310 CHF | 124 730 CHF | 100,00% | 100,00% |
15/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 136 200 | 136 200 | 135 638 | 135 638 | 121 302 CHF | 122 658 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 122 900 | 122 900 | 122 390 | 122 390 | 117 642 CHF | 118 866 CHF | 99,35% | 99,35% |
13/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 130 300 | 130 300 | 130 219 | 130 219 | 132 897 CHF | 134 199 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 140 300 | 140 300 | 139 723 | 139 723 | 128 416 CHF | 129 813 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 133 900 | 133 900 | 133 347 | 133 347 | 124 609 CHF | 125 943 CHF | 99,93% | 99,93% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 152 000 | 152 000 | 151 373 | 151 373 | 142 892 CHF | 144 406 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 128 600 | 128 600 | 129 473 | 129 473 | 113 848 CHF | 115 143 CHF | 100,00% | 100,00% |