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 | 0,93% | 1,07 CHF | 1,08 CHF | 108 000 | 108 000 | 105 353 | 105 353 | 113 332 CHF | 114 386 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 116 637 CHF | 117 707 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 119 310 CHF | 120 381 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 124 338 CHF | 125 421 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 112 000 | 112 000 | 109 509 | 109 509 | 130 167 CHF | 131 262 CHF | 99,39% | 99,39% |
13/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 126 704 CHF | 127 793 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 112 000 | 112 000 | 110 612 | 110 612 | 129 239 CHF | 130 345 CHF | 68,32% | 100,00% |
11/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 116 462 CHF | 117 516 CHF | 99,93% | 99,93% |
08/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 108 097 CHF | 109 132 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 102 000 | 102 000 | 99 410 | 99 410 | 93 148 CHF | 94 142 CHF | 98,53% | 98,53% |