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 | 0,72% | 1,31 CHF | 1,32 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 142 216 CHF | 143 243 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 143 505 CHF | 144 533 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 139 338 CHF | 140 370 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,52 CHF | 1,53 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 158 692 CHF | 159 679 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 95 000 | 95 000 | 96 675 | 96 675 | 168 747 CHF | 169 714 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 142 753 CHF | 143 777 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 148 529 CHF | 149 532 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 147 111 CHF | 148 125 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 140 967 CHF | 141 994 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 139 770 CHF | 140 796 CHF | 100,00% | 100,00% |