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 | 0,70% | 1,43 CHF | 1,44 CHF | 90 000 | 90 000 | 88 786 | 88 786 | 127 913 CHF | 128 802 CHF | 97,52% | 97,52% |
19/11/2024 | 0,77% | 1,40 CHF | 1,41 CHF | 90 000 | 90 000 | 84 305 | 84 305 | 116 357 CHF | 117 206 CHF | 92,89% | 92,89% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 90 000 | 90 000 | 88 876 | 88 876 | 135 507 CHF | 136 397 CHF | 99,82% | 99,82% |
15/11/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 80 000 | 80 000 | 79 851 | 79 851 | 128 768 CHF | 129 567 CHF | 82,41% | 82,41% |
14/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 80 000 | 80 000 | 79 924 | 79 924 | 128 274 CHF | 129 074 CHF | 87,35% | 87,35% |
13/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 80 000 | 80 000 | 80 549 | 80 549 | 125 467 CHF | 126 273 CHF | 86,73% | 86,73% |
12/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 90 000 | 90 000 | 80 850 | 80 850 | 126 391 CHF | 127 200 CHF | 85,75% | 85,75% |
11/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 80 000 | 80 000 | 81 373 | 81 373 | 125 719 CHF | 126 533 CHF | 86,00% | 86,00% |
08/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 90 000 | 90 000 | 87 347 | 87 347 | 130 450 CHF | 131 325 CHF | 82,69% | 82,69% |
07/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 90 000 | 90 000 | 79 543 | 79 543 | 123 482 CHF | 124 278 CHF | 80,38% | 80,38% |