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 | 0,91% | 1,11 CHF | 1,12 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 46 733 CHF | 47 158 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 47 073 CHF | 47 500 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 44 273 CHF | 44 692 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 42 000 | 42 000 | 41 302 | 41 302 | 43 144 CHF | 43 557 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 45 566 CHF | 45 987 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 45 109 CHF | 45 529 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 43 092 CHF | 43 505 CHF | 99,85% | 99,85% |
11/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 37 490 CHF | 37 889 CHF | 99,69% | 99,69% |
08/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 38 048 CHF | 38 448 CHF | 98,80% | 98,80% |
07/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 34 379 CHF | 34 767 CHF | 99,44% | 99,44% |