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 | 0,91% | 1,07 CHF | 1,08 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 102 094 CHF | 103 026 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 100 822 CHF | 101 757 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 103 739 CHF | 104 666 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 102 541 CHF | 103 467 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 99 064 CHF | 100 000 CHF | 99,33% | 99,33% |
13/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 89 889 CHF | 90 845 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 0,92 CHF | 0,93 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 95 183 CHF | 96 129 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 100 648 CHF | 101 578 CHF | 99,93% | 99,93% |
08/11/2024 | 0,91% | 1,05 CHF | 1,06 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 101 888 CHF | 102 817 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 105 931 CHF | 106 845 CHF | 100,00% | 100,00% |