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 | 0,88% | 1,09 CHF | 1,10 CHF | 84 000 | 84 000 | 83 986 | 83 986 | 95 160 CHF | 95 999 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 84 000 | 84 000 | 84 015 | 84 015 | 92 439 CHF | 93 279 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 82 000 | 82 000 | 82 960 | 82 960 | 98 266 CHF | 99 095 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 84 000 | 84 000 | 82 347 | 82 347 | 99 700 CHF | 100 523 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 82 000 | 82 000 | 83 676 | 83 676 | 95 386 CHF | 96 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 84 000 | 84 000 | 85 506 | 85 506 | 88 166 CHF | 89 021 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 0,97 CHF | 0,98 CHF | 86 000 | 86 000 | 84 328 | 84 328 | 89 855 CHF | 90 699 CHF | 99,87% | 99,87% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 82 000 | 82 000 | 82 068 | 82 068 | 100 198 CHF | 101 019 CHF | 99,71% | 99,71% |
08/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 84 000 | 84 000 | 80 167 | 80 167 | 99 994 CHF | 100 816 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 78 000 | 78 000 | 78 267 | 78 267 | 122 699 CHF | 123 482 CHF | 100,00% | 100,00% |