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 | 0,88% | 1,15 CHF | 1,16 CHF | 120 000 | 120 000 | 119 226 | 119 226 | 134 670 CHF | 135 863 CHF | 100,00% | 100,00% |
22/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 112 000 | 112 000 | 112 281 | 112 281 | 147 368 CHF | 148 491 CHF | 98,87% | 98,87% |
20/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 108 000 | 108 000 | 107 012 | 107 012 | 160 041 CHF | 161 111 CHF | 99,31% | 99,31% |
19/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 108 000 | 108 000 | 107 275 | 107 275 | 159 463 CHF | 160 535 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 104 000 | 104 000 | 104 487 | 104 487 | 161 042 CHF | 162 087 CHF | 99,89% | 99,89% |
15/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 108 000 | 108 000 | 107 555 | 107 555 | 159 392 CHF | 160 467 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 108 000 | 108 000 | 107 548 | 107 548 | 157 196 CHF | 158 271 CHF | 98,66% | 98,66% |
13/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 108 000 | 108 000 | 107 569 | 107 569 | 155 736 CHF | 156 812 CHF | 99,97% | 99,97% |
12/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 108 000 | 108 000 | 107 551 | 107 551 | 160 421 CHF | 161 497 CHF | 99,13% | 99,13% |
11/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 104 000 | 104 000 | 106 443 | 106 443 | 162 607 CHF | 163 671 CHF | 100,00% | 100,00% |