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% | 1,79 CHF | 1,80 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 189 092 CHF | 190 168 CHF | 99,47% | 99,47% |
19/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 173 936 CHF | 174 979 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 162 628 CHF | 163 643 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 161 102 CHF | 162 114 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 164 992 CHF | 166 012 CHF | 99,33% | 99,33% |
13/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 164 652 CHF | 165 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 149 552 CHF | 150 533 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 153 265 CHF | 154 259 CHF | 99,24% | 99,24% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 152 965 CHF | 153 958 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 147 070 CHF | 148 043 CHF | 99,40% | 99,40% |