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 | 0,89% | 1,11 CHF | 1,12 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 118 207 CHF | 119 267 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 106 000 | 106 000 | 104 754 | 104 754 | 119 474 CHF | 120 521 CHF | 99,88% | 99,88% |
18/11/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 117 641 CHF | 118 698 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 106 000 | 106 000 | 106 132 | 106 132 | 117 908 CHF | 118 969 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 104 000 | 104 000 | 105 394 | 105 394 | 120 157 CHF | 121 211 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,21 CHF | 1,22 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 116 040 CHF | 117 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 1,20 CHF | 1,21 CHF | 104 000 | 104 000 | 99 984 | 99 984 | 135 493 CHF | 136 493 CHF | 99,80% | 99,80% |
11/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 140 256 CHF | 141 236 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 98 000 | 98 000 | 99 560 | 99 560 | 136 701 CHF | 137 697 CHF | 98,93% | 98,93% |
07/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 136 636 CHF | 137 618 CHF | 100,00% | 100,00% |