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 | 1,91% | 1,04 CHF | 1,06 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 99 843 CHF | 101 768 CHF | 100,00% | 100,00% |
19/11/2024 | 1,78% | 1,08 CHF | 1,10 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 109 294 CHF | 111 252 CHF | 99,90% | 99,90% |
18/11/2024 | 1,78% | 1,11 CHF | 1,13 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 109 011 CHF | 110 969 CHF | 100,00% | 100,00% |
15/11/2024 | 2,17% | 1,10 CHF | 1,12 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 86 339 CHF | 88 222 CHF | 100,00% | 100,00% |
14/11/2024 | 2,98% | 0,65 CHF | 0,67 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 59 473 CHF | 61 269 CHF | 100,00% | 100,00% |
13/11/2024 | 2,81% | 0,66 CHF | 0,68 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 63 480 CHF | 65 290 CHF | 100,00% | 100,00% |
12/11/2024 | 3,09% | 0,63 CHF | 0,65 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 57 357 CHF | 59 146 CHF | 99,91% | 99,91% |
11/11/2024 | 2,92% | 0,69 CHF | 0,71 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 60 805 CHF | 62 607 CHF | 100,00% | 100,00% |
08/11/2024 | 2,60% | 0,73 CHF | 0,75 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 69 470 CHF | 71 298 CHF | 98,96% | 98,96% |
07/11/2024 | 2,49% | 0,75 CHF | 0,77 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 73 099 CHF | 74 937 CHF | 100,00% | 100,00% |