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 | 0,77% | 1,27 CHF | 1,28 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 120 331 CHF | 121 263 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 119 129 CHF | 120 064 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 121 911 CHF | 122 837 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 93 000 | 93 000 | 92 596 | 92 596 | 120 733 CHF | 121 659 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 117 505 CHF | 118 441 CHF | 99,39% | 99,39% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 108 733 CHF | 109 690 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,11 CHF | 1,12 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 113 823 CHF | 114 768 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 119 011 CHF | 119 941 CHF | 99,93% | 99,93% |
08/11/2024 | 0,77% | 1,24 CHF | 1,25 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 120 201 CHF | 121 130 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 124 009 CHF | 124 923 CHF | 100,00% | 100,00% |