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 | 1,29% | 1,55 CHF | 1,57 CHF | 64 700 | 60 750 | 63 775 | 60 183 | 99 550 CHF | 95 156 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 1,54 CHF | 1,56 CHF | 65 200 | 60 750 | 64 563 | 60 178 | 99 139 CHF | 93 612 CHF | 98,87% | 98,87% |
18/11/2024 | 1,24% | 1,60 CHF | 1,62 CHF | 63 000 | 60 750 | 61 677 | 60 184 | 99 596 CHF | 98 400 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 1,66 CHF | 1,68 CHF | 60 400 | 60 400 | 58 699 | 58 699 | 100 555 CHF | 101 729 CHF | 72,03% | 72,03% |
14/11/2024 | 1,11% | 1,80 CHF | 1,82 CHF | 55 900 | 55 900 | 55 004 | 55 004 | 99 473 CHF | 100 574 CHF | 100,00% | 100,00% |
13/11/2024 | 1,11% | 1,84 CHF | 1,86 CHF | 54 600 | 54 600 | 54 942 | 54 942 | 99 473 CHF | 100 573 CHF | 94,06% | 94,06% |
12/11/2024 | 1,07% | 1,88 CHF | 1,90 CHF | 53 500 | 53 500 | 52 743 | 52 743 | 99 424 CHF | 100 479 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 1,94 CHF | 1,96 CHF | 51 800 | 51 800 | 51 065 | 51 065 | 99 384 CHF | 100 406 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 1,90 CHF | 1,92 CHF | 52 700 | 52 700 | 53 057 | 53 057 | 99 403 CHF | 100 465 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 1,85 CHF | 1,87 CHF | 54 200 | 54 200 | 54 670 | 54 670 | 99 592 CHF | 100 687 CHF | 100,00% | 100,00% |