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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,79% | 1,25 CHF | 1,27 CHF | 108 000 | 106 000 | 107 394 | 107 394 | 135 529 CHF | 136 603 CHF | 10,60% | 100,00% |
22/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 108 000 | 108 000 | 106 024 | 106 024 | 136 936 CHF | 137 996 CHF | 100,00% | 100,00% |
20/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 108 000 | 108 000 | 105 352 | 105 352 | 137 903 CHF | 138 956 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 141 621 CHF | 142 692 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 144 442 CHF | 145 513 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 149 702 CHF | 150 784 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 112 000 | 112 000 | 109 506 | 109 506 | 155 791 CHF | 156 886 CHF | 99,33% | 99,33% |
13/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 152 308 CHF | 153 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 155 326 CHF | 156 432 CHF | 68,32% | 100,00% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 141 150 CHF | 142 204 CHF | 99,93% | 99,93% |