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% | 1,11 CHF | 1,12 CHF | 83 000 | 83 000 | 82 353 | 82 353 | 92 563 CHF | 93 387 CHF | 99,42% | 99,42% |
19/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 84 000 | 84 000 | 84 029 | 84 029 | 89 286 CHF | 90 126 CHF | 97,93% | 97,93% |
18/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 81 000 | 81 000 | 80 510 | 80 510 | 97 422 CHF | 98 227 CHF | 99,90% | 99,90% |
15/11/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 79 000 | 79 000 | 77 720 | 77 720 | 99 383 CHF | 100 160 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 77 000 | 77 000 | 77 824 | 77 824 | 99 001 CHF | 99 779 CHF | 98,63% | 98,63% |
13/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 79 000 | 79 000 | 78 895 | 78 895 | 96 656 CHF | 97 445 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 80 000 | 80 000 | 78 904 | 78 904 | 97 199 CHF | 97 988 CHF | 99,88% | 99,88% |
11/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 79 000 | 79 000 | 79 123 | 79 123 | 96 018 CHF | 96 809 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 80 000 | 80 000 | 80 021 | 80 021 | 93 148 CHF | 93 948 CHF | 98,60% | 98,60% |
07/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 80 000 | 80 000 | 78 778 | 78 778 | 96 082 CHF | 96 870 CHF | 100,00% | 100,00% |