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 | 1,49% | 1,33 CHF | 1,35 CHF | 92 500 | 92 500 | 92 748 | 92 748 | 123 372 CHF | 125 227 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 1,38 CHF | 1,40 CHF | 88 200 | 88 200 | 89 033 | 89 033 | 126 349 CHF | 128 129 CHF | 99,88% | 99,88% |
18/11/2024 | 1,42% | 1,42 CHF | 1,44 CHF | 93 100 | 93 100 | 93 024 | 93 024 | 130 358 CHF | 132 218 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 1,38 CHF | 1,40 CHF | 133 900 | 133 900 | 129 926 | 129 926 | 162 118 CHF | 164 717 CHF | 100,00% | 100,00% |
14/11/2024 | 1,87% | 1,05 CHF | 1,07 CHF | 123 300 | 123 300 | 123 062 | 123 062 | 130 553 CHF | 133 014 CHF | 100,00% | 100,00% |
13/11/2024 | 1,82% | 1,06 CHF | 1,08 CHF | 124 200 | 124 200 | 124 857 | 124 857 | 136 220 CHF | 138 718 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 1,03 CHF | 1,05 CHF | 116 700 | 116 700 | 117 310 | 117 310 | 122 416 CHF | 124 762 CHF | 99,90% | 99,90% |
11/11/2024 | 1,85% | 1,08 CHF | 1,10 CHF | 113 800 | 113 800 | 113 893 | 113 893 | 121 771 CHF | 124 049 CHF | 100,00% | 100,00% |
08/11/2024 | 1,74% | 1,12 CHF | 1,14 CHF | 113 600 | 113 600 | 114 057 | 114 057 | 129 991 CHF | 132 272 CHF | 98,93% | 98,93% |
07/11/2024 | 1,69% | 1,13 CHF | 1,15 CHF | 102 600 | 102 600 | 103 588 | 103 588 | 121 523 CHF | 123 594 CHF | 100,00% | 100,00% |