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 | 0,70% | 1,39 CHF | 1,40 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 132 054 CHF | 132 986 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 130 904 CHF | 131 839 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 133 503 CHF | 134 429 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 132 364 CHF | 133 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 129 181 CHF | 130 118 CHF | 99,39% | 99,39% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 120 678 CHF | 121 634 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,24 CHF | 1,25 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 125 712 CHF | 126 658 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 130 704 CHF | 131 634 CHF | 99,93% | 99,93% |
08/11/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 131 890 CHF | 132 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 135 523 CHF | 136 436 CHF | 100,00% | 100,00% |