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 | 0,72% | 1,39 CHF | 1,40 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 128 741 CHF | 129 672 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 92 202 | 92 202 | 124 836 CHF | 125 758 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 112 636 CHF | 113 532 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 116 054 CHF | 116 957 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 91 000 | 91 000 | 92 425 | 92 425 | 126 038 CHF | 126 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 135 153 CHF | 136 098 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 135 810 CHF | 136 756 CHF | 99,85% | 99,85% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 122 921 CHF | 123 838 CHF | 99,69% | 99,69% |
08/11/2024 | 1,03% | 1,38 CHF | 1,39 CHF | 93 000 | 93 000 | 74 602 | 74 602 | 98 693 CHF | 99 605 CHF | 98,81% | 98,81% |
07/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 93 779 CHF | 94 633 CHF | 100,00% | 100,00% |