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 | 0,95% | 1,04 CHF | 1,05 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 111 032 CHF | 112 092 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 106 000 | 106 000 | 104 754 | 104 754 | 112 413 CHF | 113 460 CHF | 99,88% | 99,88% |
18/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 110 599 CHF | 111 656 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 106 000 | 106 000 | 106 132 | 106 132 | 110 760 CHF | 111 821 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 104 000 | 104 000 | 105 394 | 105 394 | 113 005 CHF | 114 059 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 1,15 CHF | 1,16 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 108 869 CHF | 109 935 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,14 CHF | 1,15 CHF | 104 000 | 104 000 | 99 988 | 99 988 | 129 090 CHF | 130 090 CHF | 99,90% | 99,90% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 133 924 CHF | 134 904 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 98 000 | 98 000 | 99 560 | 99 560 | 130 282 CHF | 131 277 CHF | 98,93% | 98,93% |
07/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 130 348 CHF | 131 330 CHF | 100,00% | 100,00% |