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 | 0,78% | 1,31 CHF | 1,32 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 137 687 CHF | 138 763 CHF | 99,47% | 99,47% |
19/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 124 102 CHF | 125 145 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 113 969 CHF | 114 984 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 112 445 CHF | 113 457 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 116 075 CHF | 117 095 CHF | 99,33% | 99,33% |
13/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 115 710 CHF | 116 731 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 1,10 CHF | 1,11 CHF | 102 000 | 102 000 | 97 893 | 97 893 | 102 588 CHF | 103 569 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 105 555 CHF | 106 549 CHF | 99,24% | 99,24% |
08/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 105 241 CHF | 106 234 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 100 030 CHF | 101 004 CHF | 99,40% | 99,40% |