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 | 1,75% | 0,97 CHF | 0,98 CHF | 91 000 | 91 000 | 40 582 | 40 582 | 40 973 CHF | 41 588 CHF | 99,90% | 99,90% |
19/11/2024 | 1,86% | 0,95 CHF | 0,96 CHF | 92 000 | 92 000 | 40 988 | 40 988 | 39 203 CHF | 39 823 CHF | 100,00% | 100,00% |
18/11/2024 | 1,86% | 0,98 CHF | 0,99 CHF | 91 000 | 91 000 | 40 847 | 40 847 | 39 269 CHF | 39 888 CHF | 99,90% | 99,90% |
15/11/2024 | 1,76% | 0,95 CHF | 0,96 CHF | 91 000 | 91 000 | 40 557 | 40 557 | 40 425 CHF | 41 039 CHF | 99,90% | 99,90% |
14/11/2024 | 1,66% | 1,04 CHF | 1,05 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 42 737 CHF | 43 349 CHF | 100,00% | 100,00% |
13/11/2024 | 1,66% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 40 403 | 40 403 | 43 260 CHF | 43 872 CHF | 100,00% | 100,00% |
12/11/2024 | 1,62% | 1,10 CHF | 1,11 CHF | 89 000 | 89 000 | 40 196 | 40 196 | 44 389 CHF | 44 999 CHF | 99,85% | 99,85% |
11/11/2024 | 1,57% | 1,11 CHF | 1,12 CHF | 89 000 | 89 000 | 40 059 | 40 059 | 45 367 CHF | 45 975 CHF | 99,59% | 99,59% |
08/11/2024 | 1,59% | 1,14 CHF | 1,15 CHF | 89 000 | 89 000 | 40 377 | 40 377 | 45 649 CHF | 46 261 CHF | 99,23% | 99,23% |
07/11/2024 | 1,57% | 1,12 CHF | 1,13 CHF | 90 000 | 90 000 | 40 306 | 40 306 | 45 775 CHF | 46 386 CHF | 99,89% | 99,89% |