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 | 1,62% | 1,23 CHF | 1,25 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 118 246 CHF | 120 172 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 1,27 CHF | 1,29 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 128 040 CHF | 129 999 CHF | 99,88% | 99,88% |
18/11/2024 | 1,52% | 1,31 CHF | 1,33 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 127 739 CHF | 129 697 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 1,29 CHF | 1,31 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 104 381 CHF | 106 264 CHF | 100,00% | 100,00% |
14/11/2024 | 2,32% | 0,84 CHF | 0,86 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 76 671 CHF | 78 467 CHF | 100,00% | 100,00% |
13/11/2024 | 2,22% | 0,85 CHF | 0,87 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 80 835 CHF | 82 645 CHF | 100,00% | 100,00% |
12/11/2024 | 2,38% | 0,82 CHF | 0,84 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 74 490 CHF | 76 279 CHF | 99,91% | 99,91% |
11/11/2024 | 2,28% | 0,88 CHF | 0,90 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 78 044 CHF | 79 845 CHF | 100,00% | 100,00% |
08/11/2024 | 2,08% | 0,93 CHF | 0,95 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 86 965 CHF | 88 793 CHF | 98,92% | 98,92% |
07/11/2024 | 2,01% | 0,94 CHF | 0,96 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 90 681 CHF | 92 519 CHF | 100,00% | 100,00% |