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 | 0,60% | 1,69 CHF | 1,70 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 179 026 CHF | 180 102 CHF | 99,47% | 99,47% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 164 235 CHF | 165 279 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 153 025 CHF | 154 040 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 151 540 CHF | 152 553 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 155 409 CHF | 156 429 CHF | 99,33% | 99,33% |
13/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 155 053 CHF | 156 074 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,49 CHF | 1,50 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 140 345 CHF | 141 326 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 143 933 CHF | 144 927 CHF | 99,24% | 99,24% |
08/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 143 658 CHF | 144 650 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 137 869 CHF | 138 842 CHF | 99,40% | 99,40% |