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 | 0,58% | 1,70 CHF | 1,71 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 161 148 CHF | 162 079 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 160 103 CHF | 161 038 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 162 621 CHF | 163 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 161 507 CHF | 162 433 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 93 000 | 93 000 | 93 648 | 93 648 | 158 579 CHF | 159 515 CHF | 99,33% | 99,33% |
13/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 150 667 CHF | 151 624 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,55 CHF | 1,56 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 155 298 CHF | 156 244 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 159 861 CHF | 160 791 CHF | 99,93% | 99,93% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 161 085 CHF | 162 014 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 164 366 CHF | 165 280 CHF | 100,00% | 100,00% |