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 | 0,63% | 1,51 CHF | 1,52 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 162 852 CHF | 163 879 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 164 122 CHF | 165 150 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 160 095 CHF | 161 126 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 178 590 CHF | 179 577 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 96 000 | 96 000 | 96 675 | 96 675 | 188 189 CHF | 189 156 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 163 355 CHF | 164 379 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 168 626 CHF | 169 629 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 167 498 CHF | 168 511 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 161 671 CHF | 162 698 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 160 529 CHF | 161 555 CHF | 100,00% | 100,00% |