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 | 1,11% | 1,07 CHF | 1,08 CHF | 167 000 | 167 000 | 86 481 | 86 481 | 81 768 CHF | 82 636 CHF | 99,90% | 99,90% |
19/11/2024 | 0,95% | 0,90 CHF | 0,91 CHF | 164 000 | 164 000 | 88 225 | 88 225 | 92 666 CHF | 93 550 CHF | 99,55% | 99,55% |
18/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 164 000 | 164 000 | 86 666 | 86 666 | 80 172 CHF | 81 041 CHF | 98,73% | 98,73% |
15/11/2024 | 0,58% | 1,58 CHF | 1,59 CHF | 177 000 | 177 000 | 94 426 | 94 426 | 163 103 CHF | 164 049 CHF | 99,46% | 99,46% |
14/11/2024 | 0,76% | 1,58 CHF | 1,59 CHF | 177 000 | 177 000 | 90 825 | 90 825 | 126 392 CHF | 127 302 CHF | 98,84% | 98,84% |
13/11/2024 | 0,91% | 1,30 CHF | 1,31 CHF | 174 000 | 174 000 | 89 026 | 89 026 | 102 557 CHF | 103 449 CHF | 99,34% | 99,34% |
12/11/2024 | 1,15% | 1,01 CHF | 1,02 CHF | 167 000 | 167 000 | 83 231 | 83 231 | 77 143 CHF | 77 977 CHF | 96,41% | 96,41% |
11/11/2024 | 1,09% | 0,73 CHF | 0,74 CHF | 160 000 | 160 000 | 87 490 | 87 490 | 80 617 CHF | 81 493 CHF | 99,28% | 99,28% |
08/11/2024 | 0,51% | 1,63 CHF | 1,64 CHF | 180 000 | 180 000 | 96 365 | 96 365 | 187 586 CHF | 188 551 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,09 CHF | 2,10 CHF | 194 000 | 194 000 | 103 642 | 103 642 | 238 073 CHF | 239 112 CHF | 99,77% | 99,77% |