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 | 0,68% | 1,43 CHF | 1,44 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 135 746 CHF | 136 677 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 134 608 CHF | 135 543 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 137 278 CHF | 138 204 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 136 056 CHF | 136 982 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 132 896 CHF | 133 833 CHF | 99,33% | 99,33% |
13/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 124 466 CHF | 125 422 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,28 CHF | 1,29 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 129 459 CHF | 130 405 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 134 402 CHF | 135 332 CHF | 99,93% | 99,93% |
08/11/2024 | 0,68% | 1,41 CHF | 1,42 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 135 697 CHF | 136 626 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 139 196 CHF | 140 110 CHF | 100,00% | 100,00% |