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 | 0,81% | 1,20 CHF | 1,21 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 113 860 CHF | 114 792 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 112 619 CHF | 113 554 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 115 451 CHF | 116 377 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 114 264 CHF | 115 190 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 93 000 | 93 000 | 93 648 | 93 648 | 110 963 CHF | 111 900 CHF | 99,33% | 99,33% |
13/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 102 019 CHF | 102 976 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,04 CHF | 1,05 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 107 210 CHF | 108 156 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 112 510 CHF | 113 440 CHF | 99,93% | 99,93% |
08/11/2024 | 0,81% | 1,17 CHF | 1,18 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 113 782 CHF | 114 711 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 91 000 | 91 000 | 91 391 | 91 391 | 117 677 CHF | 118 591 CHF | 100,00% | 100,00% |