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 | 0,78% | 1,29 CHF | 1,30 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 119 335 CHF | 120 266 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 92 000 | 92 000 | 92 203 | 92 203 | 115 534 CHF | 116 456 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 90 000 | 90 000 | 89 561 | 89 561 | 103 593 CHF | 104 489 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 106 940 CHF | 107 843 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 91 000 | 91 000 | 92 426 | 92 426 | 116 688 CHF | 117 612 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 125 621 CHF | 126 565 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 126 253 CHF | 127 198 CHF | 99,85% | 99,85% |
11/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 113 665 CHF | 114 582 CHF | 99,66% | 99,66% |
08/11/2024 | 1,12% | 1,28 CHF | 1,29 CHF | 93 000 | 93 000 | 74 615 | 74 615 | 91 185 CHF | 92 096 CHF | 98,77% | 98,77% |
07/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 85 133 CHF | 85 987 CHF | 100,00% | 100,00% |