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 | 0,76% | 1,31 CHF | 1,32 CHF | 108 000 | 108 000 | 105 353 | 105 353 | 138 253 CHF | 139 306 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 141 982 CHF | 143 053 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 144 750 CHF | 145 821 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 112 000 | 112 000 | 108 236 | 108 236 | 150 099 CHF | 151 181 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 112 000 | 112 000 | 109 509 | 109 509 | 156 219 CHF | 157 314 CHF | 99,39% | 99,39% |
13/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 152 730 CHF | 153 819 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 155 701 CHF | 156 807 CHF | 68,32% | 100,00% |
11/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 141 702 CHF | 142 756 CHF | 99,93% | 99,93% |
08/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 132 786 CHF | 133 820 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 116 925 CHF | 117 919 CHF | 98,53% | 98,53% |