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 | 0,97% | 1,03 CHF | 1,04 CHF | 108 000 | 108 000 | 105 352 | 105 352 | 108 530 CHF | 109 583 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 111 908 CHF | 112 979 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 114 606 CHF | 115 678 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 112 000 | 112 000 | 108 236 | 108 236 | 119 473 CHF | 120 555 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 112 000 | 112 000 | 109 507 | 109 507 | 125 140 CHF | 126 235 CHF | 99,33% | 99,33% |
13/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 121 896 CHF | 122 985 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 124 262 CHF | 125 368 CHF | 68,32% | 100,00% |
11/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 111 512 CHF | 112 566 CHF | 99,93% | 99,93% |
08/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 103 274 CHF | 104 309 CHF | 100,00% | 100,00% |
07/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 88 705 CHF | 89 699 CHF | 98,53% | 98,53% |