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 | 0,68% | 1,50 CHF | 1,51 CHF | 110 000 | 110 000 | 107 597 | 107 597 | 157 704 CHF | 158 780 CHF | 99,47% | 99,47% |
19/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 106 000 | 106 000 | 104 330 | 104 330 | 143 598 CHF | 144 641 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 132 890 CHF | 133 905 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 131 388 CHF | 132 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 102 000 | 102 000 | 101 977 | 101 977 | 135 138 CHF | 136 158 CHF | 99,33% | 99,33% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 104 000 | 104 000 | 102 067 | 102 067 | 134 815 CHF | 135 836 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,29 CHF | 1,30 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 120 906 CHF | 121 887 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 124 150 CHF | 125 144 CHF | 99,24% | 99,24% |
08/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 123 846 CHF | 124 839 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 118 409 CHF | 119 383 CHF | 99,40% | 99,40% |