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 | 0,63% | 1,57 CHF | 1,58 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 148 110 CHF | 149 041 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 147 018 CHF | 147 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 149 625 CHF | 150 551 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 148 397 CHF | 149 323 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 145 419 CHF | 146 356 CHF | 99,33% | 99,33% |
13/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 137 215 CHF | 138 172 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,41 CHF | 1,42 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 142 021 CHF | 142 967 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 146 781 CHF | 147 711 CHF | 99,93% | 99,93% |
08/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 148 003 CHF | 148 932 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 151 461 CHF | 152 375 CHF | 100,00% | 100,00% |