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% | 1,68 CHF | 1,69 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 159 005 CHF | 159 936 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 157 946 CHF | 158 881 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 160 381 CHF | 161 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 159 288 CHF | 160 214 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 156 384 CHF | 157 320 CHF | 99,34% | 99,34% |
13/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 148 459 CHF | 149 416 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,53 CHF | 1,54 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 153 079 CHF | 154 024 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 157 645 CHF | 158 575 CHF | 99,93% | 99,93% |
08/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 158 959 CHF | 159 888 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 162 264 CHF | 163 178 CHF | 100,00% | 100,00% |