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 | 0,57% | 1,77 CHF | 1,78 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 163 784 CHF | 164 715 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 92 000 | 92 000 | 92 203 | 92 203 | 159 559 CHF | 160 481 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 146 510 CHF | 147 406 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 150 204 CHF | 151 107 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 91 000 | 91 000 | 92 426 | 92 426 | 160 845 CHF | 161 770 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 170 598 CHF | 171 542 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 171 300 CHF | 172 245 CHF | 99,87% | 99,87% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 157 568 CHF | 158 485 CHF | 99,72% | 99,72% |
08/11/2024 | 0,81% | 1,76 CHF | 1,77 CHF | 93 000 | 93 000 | 74 263 | 74 263 | 126 310 CHF | 127 222 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 126 306 CHF | 127 160 CHF | 100,00% | 100,00% |