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 | 0,81% | 1,28 CHF | 1,29 CHF | 103 700 | 103 700 | 96 607 | 96 607 | 118 711 CHF | 119 677 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 104 300 | 104 300 | 104 300 | 104 300 | 137 203 CHF | 138 246 CHF | 99,87% | 99,87% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 109 500 | 109 500 | 107 931 | 107 931 | 137 713 CHF | 138 792 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 96 000 | 96 000 | 98 068 | 98 068 | 121 334 CHF | 122 315 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 111 500 | 111 500 | 110 650 | 110 650 | 140 280 CHF | 141 386 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,22 CHF | 1,23 CHF | 95 500 | 95 500 | 100 683 | 100 683 | 129 340 CHF | 130 347 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 114 700 | 114 700 | 107 839 | 107 839 | 135 228 CHF | 136 307 CHF | 99,89% | 99,89% |
11/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 99 600 | 99 600 | 99 600 | 99 600 | 117 027 CHF | 118 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 118 625 CHF | 119 585 CHF | 98,92% | 98,92% |
07/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 102 700 | 102 700 | 97 553 | 97 553 | 122 995 CHF | 123 971 CHF | 100,00% | 100,00% |