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 | 0,96% | 0,97 CHF | 0,98 CHF | 121 400 | 121 400 | 123 451 | 123 451 | 128 546 CHF | 129 780 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 124 800 | 124 800 | 118 421 | 118 420 | 120 407 CHF | 121 590 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 114 200 | 114 200 | 109 856 | 109 856 | 121 480 CHF | 122 579 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 110 306 | 110 306 | 128 773 CHF | 129 876 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 112 500 | 112 500 | 111 778 | 111 778 | 125 714 CHF | 126 832 CHF | 99,91% | 99,91% |
13/11/2024 | 0,88% | 1,06 CHF | 1,07 CHF | 111 300 | 111 300 | 114 862 | 114 835 | 130 600 CHF | 131 717 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 117 200 | 117 200 | 114 367 | 114 367 | 127 426 CHF | 128 569 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 112 500 | 112 500 | 109 122 | 109 115 | 126 060 CHF | 127 144 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 106 900 | 106 900 | 101 172 | 101 172 | 122 235 CHF | 123 247 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 97 400 | 97 400 | 105 512 | 105 512 | 140 599 CHF | 141 654 CHF | 100,00% | 100,00% |