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 | 0,66% | 1,52 CHF | 1,53 CHF | 93 000 | 93 000 | 93 102 | 93 102 | 140 456 CHF | 141 387 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 92 000 | 92 000 | 92 202 | 92 202 | 136 435 CHF | 137 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 90 000 | 90 000 | 89 561 | 89 561 | 124 065 CHF | 124 961 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 90 000 | 90 000 | 90 310 | 90 310 | 127 566 CHF | 128 469 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 91 000 | 91 000 | 92 426 | 92 426 | 137 639 CHF | 138 564 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 94 000 | 94 000 | 94 441 | 94 441 | 146 896 CHF | 147 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 95 000 | 95 000 | 94 513 | 94 513 | 147 605 CHF | 148 550 CHF | 99,85% | 99,85% |
11/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 92 000 | 92 000 | 91 731 | 91 731 | 134 529 CHF | 135 447 CHF | 99,72% | 99,72% |
08/11/2024 | 0,95% | 1,51 CHF | 1,52 CHF | 93 000 | 93 000 | 74 263 | 74 263 | 107 659 CHF | 108 570 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 85 000 | 85 000 | 85 423 | 85 423 | 104 860 CHF | 105 714 CHF | 100,00% | 100,00% |