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 | 0,83% | 1,19 CHF | 1,20 CHF | 108 000 | 108 000 | 105 352 | 105 352 | 125 766 CHF | 126 819 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 129 271 CHF | 130 342 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 131 993 CHF | 133 064 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 112 000 | 112 000 | 108 236 | 108 236 | 137 207 CHF | 138 289 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 112 000 | 112 000 | 109 509 | 109 509 | 143 157 CHF | 144 252 CHF | 99,39% | 99,39% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 112 000 | 112 000 | 108 897 | 108 897 | 139 709 CHF | 140 798 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 112 000 | 112 000 | 110 612 | 110 612 | 142 457 CHF | 143 563 CHF | 68,32% | 100,00% |
11/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 110 000 | 110 000 | 105 398 | 105 398 | 129 045 CHF | 130 099 CHF | 99,93% | 99,93% |
08/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 120 450 CHF | 121 485 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 105 043 CHF | 106 037 CHF | 98,53% | 98,53% |