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 | 0,53% | 1,84 CHF | 1,85 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 173 824 CHF | 174 755 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 172 710 CHF | 173 646 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 175 165 CHF | 176 092 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 174 099 CHF | 175 025 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 171 233 CHF | 172 169 CHF | 99,33% | 99,33% |
13/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 163 648 CHF | 164 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,69 CHF | 1,70 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 168 170 CHF | 169 116 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 172 505 CHF | 173 435 CHF | 99,93% | 99,93% |
08/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 173 743 CHF | 174 672 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 176 878 CHF | 177 792 CHF | 100,00% | 100,00% |