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 | 0,79% | 1,28 CHF | 1,29 CHF | 90 100 | 90 100 | 89 304 | 89 304 | 112 990 CHF | 113 883 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 90 400 | 90 400 | 91 247 | 91 247 | 117 775 CHF | 118 688 CHF | 99,89% | 99,89% |
18/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 94 800 | 94 800 | 95 258 | 95 258 | 121 024 CHF | 121 976 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 104 300 | 104 300 | 104 290 | 104 290 | 124 351 CHF | 125 394 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,08 CHF | 1,09 CHF | 95 200 | 95 200 | 95 450 | 95 450 | 108 768 CHF | 109 722 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 100 300 | 100 300 | 100 116 | 100 116 | 118 631 CHF | 119 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 106 100 | 106 100 | 106 100 | 106 100 | 117 541 CHF | 118 602 CHF | 99,92% | 99,92% |
11/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 103 800 | 103 800 | 102 977 | 102 977 | 108 338 CHF | 109 368 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 105 200 | 105 200 | 104 649 | 104 649 | 111 171 CHF | 112 218 CHF | 98,94% | 98,94% |
07/11/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 113 000 | 113 000 | 111 929 | 111 929 | 115 305 CHF | 116 424 CHF | 100,00% | 100,00% |