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 | 0,85% | 1,15 CHF | 1,16 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 109 372 CHF | 110 303 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 108 112 CHF | 109 047 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 110 986 CHF | 111 912 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 109 793 CHF | 110 719 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 106 429 CHF | 107 366 CHF | 99,39% | 99,39% |
13/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 97 418 CHF | 98 374 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 0,99 CHF | 1,00 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 102 678 CHF | 103 624 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 108 028 CHF | 108 958 CHF | 99,93% | 99,93% |
08/11/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 109 272 CHF | 110 201 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 113 205 CHF | 114 119 CHF | 100,00% | 100,00% |