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 | 0,85% | 1,19 CHF | 1,20 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 109 664 CHF | 110 595 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 92 000 | 92 000 | 92 203 | 92 203 | 105 907 CHF | 106 829 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 90 000 | 90 000 | 89 561 | 89 561 | 94 262 CHF | 95 157 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 97 520 CHF | 98 423 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 91 000 | 91 000 | 92 426 | 92 426 | 107 026 CHF | 107 950 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 115 696 CHF | 116 641 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 116 377 CHF | 117 322 CHF | 99,85% | 99,85% |
11/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 104 057 CHF | 104 974 CHF | 99,68% | 99,68% |
08/11/2024 | 1,23% | 1,17 CHF | 1,18 CHF | 93 000 | 93 000 | 74 262 | 74 262 | 82 986 CHF | 83 897 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 76 170 CHF | 77 024 CHF | 100,00% | 100,00% |