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 | 0,82% | 1,22 CHF | 1,23 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 112 825 CHF | 113 756 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 92 000 | 92 000 | 92 203 | 92 203 | 109 106 CHF | 110 029 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 97 474 CHF | 98 370 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 100 716 CHF | 101 619 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 91 000 | 91 000 | 92 426 | 92 426 | 110 216 CHF | 111 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 118 913 CHF | 119 858 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 119 547 CHF | 120 492 CHF | 99,85% | 99,85% |
11/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 107 279 CHF | 108 197 CHF | 99,65% | 99,65% |
08/11/2024 | 1,19% | 1,21 CHF | 1,22 CHF | 93 000 | 93 000 | 74 628 | 74 628 | 86 020 CHF | 86 932 CHF | 98,72% | 98,72% |
07/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 79 484 CHF | 80 338 CHF | 100,00% | 100,00% |