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 | 0,79% | 1,21 CHF | 1,22 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 104 409 CHF | 105 239 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 83 000 | 83 000 | 83 015 | 83 015 | 101 606 CHF | 102 437 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 107 335 CHF | 108 154 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 108 683 CHF | 109 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,33 CHF | 1,34 CHF | 81 000 | 81 000 | 82 676 | 82 676 | 104 563 CHF | 105 389 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 83 000 | 83 000 | 84 507 | 84 507 | 97 643 CHF | 98 488 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,09 CHF | 1,10 CHF | 85 000 | 85 000 | 83 328 | 83 328 | 99 095 CHF | 99 928 CHF | 99,86% | 99,86% |
11/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 109 160 CHF | 109 971 CHF | 99,71% | 99,71% |
08/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 83 000 | 83 000 | 79 193 | 79 193 | 108 757 CHF | 109 570 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 77 000 | 77 000 | 77 267 | 77 267 | 131 064 CHF | 131 836 CHF | 100,00% | 100,00% |