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 | 125 788 CHF | 126 842 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 129 282 CHF | 130 353 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 132 001 CHF | 133 073 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 137 208 CHF | 138 291 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 112 000 | 112 000 | 109 506 | 109 506 | 143 139 CHF | 144 234 CHF | 99,33% | 99,33% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 139 708 CHF | 140 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 142 454 CHF | 143 561 CHF | 68,32% | 100,00% |
11/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 110 000 | 110 000 | 105 398 | 105 398 | 129 061 CHF | 130 115 CHF | 99,93% | 99,93% |
08/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 120 425 CHF | 121 459 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% |