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 | 0,64% | 1,59 CHF | 1,60 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 167 930 CHF | 169 006 CHF | 99,47% | 99,47% |
19/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 153 418 CHF | 154 461 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 142 520 CHF | 143 535 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 141 113 CHF | 142 125 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 144 748 CHF | 145 768 CHF | 99,33% | 99,33% |
13/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 144 477 CHF | 145 498 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 130 237 CHF | 131 218 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 133 568 CHF | 134 561 CHF | 99,24% | 99,24% |
08/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 133 279 CHF | 134 272 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 127 657 CHF | 128 630 CHF | 99,40% | 99,40% |