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 | 1,37% | 1,45 CHF | 1,47 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 139 815 CHF | 141 740 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 1,49 CHF | 1,51 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 150 006 CHF | 151 964 CHF | 99,87% | 99,87% |
18/11/2024 | 1,30% | 1,53 CHF | 1,55 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 149 667 CHF | 151 626 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 1,52 CHF | 1,54 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 125 343 CHF | 127 226 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 1,07 CHF | 1,09 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 96 603 CHF | 98 400 CHF | 100,00% | 100,00% |
13/11/2024 | 1,78% | 1,07 CHF | 1,09 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 100 950 CHF | 102 760 CHF | 100,00% | 100,00% |
12/11/2024 | 1,88% | 1,04 CHF | 1,06 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 94 354 CHF | 96 143 CHF | 99,89% | 99,89% |
11/11/2024 | 1,82% | 1,10 CHF | 1,12 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 98 007 CHF | 99 809 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 1,15 CHF | 1,17 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 107 303 CHF | 109 130 CHF | 98,92% | 98,92% |
07/11/2024 | 1,64% | 1,17 CHF | 1,19 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 111 134 CHF | 112 972 CHF | 100,00% | 100,00% |