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 | 0,73% | 1,40 CHF | 1,41 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 147 726 CHF | 148 802 CHF | 99,47% | 99,47% |
19/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 133 865 CHF | 134 909 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 123 398 CHF | 124 413 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 121 981 CHF | 122 994 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 125 529 CHF | 126 549 CHF | 99,33% | 99,33% |
13/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 125 228 CHF | 126 249 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,20 CHF | 1,21 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 111 759 CHF | 112 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 99 372 | 99 372 | 114 850 CHF | 115 843 CHF | 99,24% | 99,24% |
08/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 114 470 CHF | 115 463 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 109 215 CHF | 110 188 CHF | 99,40% | 99,40% |