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 | 1,58% | 1,26 CHF | 1,28 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 120 857 CHF | 122 782 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 1,30 CHF | 1,32 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 130 709 CHF | 132 667 CHF | 99,87% | 99,87% |
18/11/2024 | 1,49% | 1,33 CHF | 1,35 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 130 387 CHF | 132 345 CHF | 100,00% | 100,00% |
15/11/2024 | 1,76% | 1,32 CHF | 1,34 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 106 804 CHF | 108 687 CHF | 100,00% | 100,00% |
14/11/2024 | 2,25% | 0,87 CHF | 0,89 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 78 957 CHF | 80 753 CHF | 100,00% | 100,00% |
13/11/2024 | 2,15% | 0,88 CHF | 0,90 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 83 128 CHF | 84 937 CHF | 100,00% | 100,00% |
12/11/2024 | 2,31% | 0,85 CHF | 0,87 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 76 771 CHF | 78 561 CHF | 99,89% | 99,89% |
11/11/2024 | 2,22% | 0,91 CHF | 0,93 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 80 277 CHF | 82 079 CHF | 100,00% | 100,00% |
08/11/2024 | 2,03% | 0,95 CHF | 0,97 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 89 298 CHF | 91 126 CHF | 98,93% | 98,93% |
07/11/2024 | 1,96% | 0,97 CHF | 0,99 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 93 048 CHF | 94 886 CHF | 100,00% | 100,00% |