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 | 0,73% | 1,30 CHF | 1,31 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 140 798 CHF | 141 825 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 142 057 CHF | 143 085 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 137 891 CHF | 138 923 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 157 390 CHF | 158 377 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 96 000 | 96 000 | 96 675 | 96 675 | 167 516 CHF | 168 483 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 141 271 CHF | 142 295 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 147 138 CHF | 148 140 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 145 716 CHF | 146 729 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 139 524 CHF | 140 551 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 138 329 CHF | 139 355 CHF | 100,00% | 100,00% |