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 | 1,43% | 1,27 CHF | 1,29 CHF | 109 000 | 109 000 | 109 000 | 109 000 | 152 156 CHF | 154 336 CHF | 99,94% | 99,94% |
19/11/2024 | 1,63% | 1,28 CHF | 1,30 CHF | 88 100 | 88 100 | 88 100 | 88 100 | 108 723 CHF | 110 485 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 1,80 CHF | 1,82 CHF | 88 400 | 88 400 | 88 400 | 88 400 | 155 818 CHF | 157 586 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 1,67 CHF | 1,69 CHF | 94 500 | 94 500 | 94 500 | 94 500 | 161 004 CHF | 162 894 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 1,61 CHF | 1,63 CHF | 112 800 | 112 800 | 112 800 | 112 800 | 166 152 CHF | 168 408 CHF | 100,00% | 100,00% |
13/11/2024 | 1,46% | 1,26 CHF | 1,28 CHF | 110 100 | 110 100 | 110 100 | 110 100 | 149 933 CHF | 152 135 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 1,33 CHF | 1,35 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 132 718 CHF | 134 398 CHF | 100,00% | 100,00% |
11/11/2024 | 1,15% | 1,80 CHF | 1,82 CHF | 97 800 | 97 800 | 97 800 | 97 800 | 169 768 CHF | 171 724 CHF | 100,00% | 100,00% |
08/11/2024 | 1,29% | 1,50 CHF | 1,52 CHF | 87 800 | 87 800 | 87 800 | 87 800 | 135 424 CHF | 137 180 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 1,77 CHF | 1,79 CHF | 87 500 | 87 500 | 87 500 | 87 500 | 162 148 CHF | 163 898 CHF | 99,68% | 99,68% |