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 | 0,64% | 1,57 CHF | 1,58 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 145 827 CHF | 146 758 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 92 000 | 92 000 | 92 203 | 92 203 | 141 707 CHF | 142 629 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 129 018 CHF | 129 913 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 132 574 CHF | 133 477 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 91 000 | 91 000 | 92 425 | 92 425 | 142 940 CHF | 143 864 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 152 394 CHF | 153 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 153 118 CHF | 154 063 CHF | 99,85% | 99,85% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 139 706 CHF | 140 623 CHF | 99,65% | 99,65% |
08/11/2024 | 0,91% | 1,56 CHF | 1,57 CHF | 93 000 | 93 000 | 74 623 | 74 623 | 112 401 CHF | 113 312 CHF | 98,74% | 98,74% |
07/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 109 373 CHF | 110 228 CHF | 100,00% | 100,00% |