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 | 1,19% | 1,55 CHF | 1,56 CHF | 128 000 | 128 000 | 57 249 | 57 249 | 87 145 CHF | 88 012 CHF | 99,90% | 99,90% |
19/11/2024 | 1,18% | 1,54 CHF | 1,55 CHF | 128 000 | 128 000 | 57 407 | 57 407 | 86 818 CHF | 87 687 CHF | 99,87% | 99,87% |
18/11/2024 | 1,18% | 1,55 CHF | 1,56 CHF | 128 000 | 128 000 | 57 245 | 57 245 | 87 383 CHF | 88 250 CHF | 99,90% | 99,90% |
15/11/2024 | 1,06% | 1,60 CHF | 1,61 CHF | 126 000 | 126 000 | 55 510 | 55 510 | 91 890 CHF | 92 729 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 1,71 CHF | 1,72 CHF | 122 000 | 122 000 | 54 461 | 54 461 | 93 726 CHF | 94 549 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,74 CHF | 1,75 CHF | 122 000 | 122 000 | 53 789 | 53 789 | 95 514 CHF | 96 326 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 1,89 CHF | 1,90 CHF | 118 000 | 118 000 | 52 508 | 52 508 | 100 388 CHF | 101 181 CHF | 99,89% | 99,89% |
11/11/2024 | 0,94% | 1,98 CHF | 1,99 CHF | 116 000 | 116 000 | 52 677 | 52 677 | 101 542 CHF | 102 343 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,85 CHF | 1,86 CHF | 120 000 | 120 000 | 53 498 | 53 498 | 101 495 CHF | 102 304 CHF | 98,89% | 98,89% |
07/11/2024 | 1,77% | 1,89 CHF | 1,90 CHF | 118 000 | 118 000 | 39 349 | 39 349 | 72 105 CHF | 72 844 CHF | 99,98% | 99,98% |