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 | 0,84% | 1,12 CHF | 1,13 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 122 314 CHF | 123 342 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 123 585 CHF | 124 613 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,22 CHF | 1,23 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 119 303 CHF | 120 335 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 139 495 CHF | 140 482 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 149 984 CHF | 150 951 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 122 801 CHF | 123 825 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 129 097 CHF | 130 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 127 423 CHF | 128 437 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 120 981 CHF | 122 008 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 119 739 CHF | 120 765 CHF | 100,00% | 100,00% |