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 | 0,87% | 1,07 CHF | 1,08 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 117 129 CHF | 118 156 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 118 403 CHF | 119 430 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,17 CHF | 1,18 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 114 077 CHF | 115 108 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 134 564 CHF | 135 551 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 96 000 | 96 000 | 96 675 | 96 675 | 145 194 CHF | 146 161 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 117 629 CHF | 118 654 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 124 066 CHF | 125 069 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 122 315 CHF | 123 329 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 115 776 CHF | 116 803 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 114 501 CHF | 115 527 CHF | 100,00% | 100,00% |