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 | 0,71% | 1,41 CHF | 1,42 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 130 253 CHF | 131 184 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 92 000 | 92 000 | 92 202 | 92 202 | 126 337 CHF | 127 259 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 114 237 CHF | 115 133 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 117 666 CHF | 118 569 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 91 000 | 91 000 | 92 425 | 92 425 | 127 511 CHF | 128 435 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 136 557 CHF | 137 502 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 137 238 CHF | 138 183 CHF | 99,87% | 99,87% |
11/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 124 484 CHF | 125 401 CHF | 99,65% | 99,65% |
08/11/2024 | 1,02% | 1,40 CHF | 1,41 CHF | 93 000 | 93 000 | 74 628 | 74 628 | 100 004 CHF | 100 916 CHF | 98,72% | 98,72% |
07/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 95 491 CHF | 96 345 CHF | 100,00% | 100,00% |