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 | 0,76% | 1,30 CHF | 1,31 CHF | 83 000 | 83 000 | 82 353 | 82 353 | 107 992 CHF | 108 815 CHF | 99,41% | 99,41% |
19/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 84 000 | 84 000 | 84 029 | 84 029 | 104 934 CHF | 105 775 CHF | 97,92% | 97,92% |
18/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 81 000 | 81 000 | 80 509 | 80 509 | 112 467 CHF | 113 272 CHF | 99,89% | 99,89% |
15/11/2024 | 0,68% | 1,41 CHF | 1,42 CHF | 79 000 | 79 000 | 77 720 | 77 720 | 113 967 CHF | 114 744 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 77 000 | 77 000 | 77 824 | 77 824 | 113 585 CHF | 114 363 CHF | 98,68% | 98,68% |
13/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 79 000 | 79 000 | 78 894 | 78 894 | 111 406 CHF | 112 195 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 80 000 | 80 000 | 78 903 | 78 903 | 111 957 CHF | 112 746 CHF | 99,88% | 99,88% |
11/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 79 000 | 79 000 | 79 124 | 79 124 | 110 784 CHF | 111 575 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 80 000 | 80 000 | 80 021 | 80 021 | 108 189 CHF | 108 989 CHF | 99,02% | 99,02% |
07/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 80 000 | 80 000 | 78 778 | 78 778 | 110 838 CHF | 111 626 CHF | 100,00% | 100,00% |