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 | 1,08% | 1,70 CHF | 1,71 CHF | 128 000 | 128 000 | 57 247 | 57 247 | 95 711 CHF | 96 579 CHF | 99,90% | 99,90% |
19/11/2024 | 1,08% | 1,68 CHF | 1,69 CHF | 128 000 | 128 000 | 57 407 | 57 407 | 95 359 CHF | 96 227 CHF | 99,89% | 99,89% |
18/11/2024 | 1,07% | 1,70 CHF | 1,71 CHF | 128 000 | 128 000 | 57 244 | 57 244 | 95 919 CHF | 96 786 CHF | 99,90% | 99,90% |
15/11/2024 | 0,98% | 1,75 CHF | 1,76 CHF | 126 000 | 126 000 | 55 510 | 55 510 | 100 235 CHF | 101 073 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,86 CHF | 1,87 CHF | 122 000 | 122 000 | 54 457 | 54 457 | 101 905 CHF | 102 729 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 1,89 CHF | 1,90 CHF | 122 000 | 122 000 | 53 788 | 53 788 | 103 585 CHF | 104 398 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 2,04 CHF | 2,05 CHF | 118 000 | 118 000 | 52 498 | 52 498 | 108 308 CHF | 109 101 CHF | 99,93% | 99,93% |
11/11/2024 | 0,88% | 2,13 CHF | 2,14 CHF | 116 000 | 116 000 | 52 679 | 52 679 | 109 446 CHF | 110 247 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 2,00 CHF | 2,01 CHF | 120 000 | 120 000 | 53 489 | 53 489 | 109 449 CHF | 110 258 CHF | 98,94% | 98,94% |
07/11/2024 | 1,63% | 2,04 CHF | 2,05 CHF | 118 000 | 118 000 | 39 350 | 39 350 | 77 941 CHF | 78 680 CHF | 99,98% | 99,98% |