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 | 0,89% | 1,12 CHF | 1,13 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 103 691 CHF | 104 622 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 92 000 | 92 000 | 92 202 | 92 202 | 100 073 CHF | 100 995 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 90 000 | 90 000 | 89 562 | 89 562 | 88 696 CHF | 89 592 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 91 866 CHF | 92 769 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 91 000 | 91 000 | 92 425 | 92 425 | 101 176 CHF | 102 100 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 109 633 CHF | 110 577 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 110 277 CHF | 111 222 CHF | 99,85% | 99,85% |
11/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 98 251 CHF | 99 169 CHF | 99,67% | 99,67% |
08/11/2024 | 1,30% | 1,11 CHF | 1,12 CHF | 93 000 | 93 000 | 74 612 | 74 612 | 78 680 CHF | 79 591 CHF | 98,78% | 98,78% |
07/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 71 079 CHF | 71 933 CHF | 100,00% | 100,00% |