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 | 1,25% | 1,56 CHF | 1,58 CHF | 33 900 | 33 900 | 33 404 | 33 404 | 53 588 CHF | 54 256 CHF | 100,00% | 100,00% |
19/11/2024 | 1,28% | 1,57 CHF | 1,59 CHF | 33 900 | 33 900 | 33 564 | 33 564 | 52 728 CHF | 53 400 CHF | 98,93% | 98,93% |
18/11/2024 | 1,21% | 1,68 CHF | 1,70 CHF | 33 400 | 33 400 | 33 209 | 33 209 | 54 950 CHF | 55 614 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 1,64 CHF | 1,66 CHF | 33 600 | 33 600 | 33 470 | 33 470 | 56 229 CHF | 56 899 CHF | 72,20% | 72,20% |
14/11/2024 | 1,25% | 1,67 CHF | 1,69 CHF | 33 500 | 33 500 | 33 503 | 33 503 | 53 926 CHF | 54 597 CHF | 100,00% | 100,00% |
13/11/2024 | 1,34% | 1,53 CHF | 1,55 CHF | 34 200 | 34 200 | 34 125 | 34 125 | 51 286 CHF | 51 969 CHF | 99,31% | 99,31% |
12/11/2024 | 1,31% | 1,44 CHF | 1,46 CHF | 34 800 | 34 800 | 33 905 | 33 905 | 52 106 CHF | 52 785 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 1,68 CHF | 1,70 CHF | 33 500 | 33 500 | 33 101 | 33 101 | 55 902 CHF | 56 565 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 1,64 CHF | 1,66 CHF | 33 700 | 33 700 | 33 029 | 33 029 | 56 727 CHF | 57 388 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 2,03 CHF | 2,05 CHF | 31 800 | 31 800 | 31 539 | 31 539 | 63 971 CHF | 64 603 CHF | 100,00% | 100,00% |