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 | 1,15% | 1,53 CHF | 1,54 CHF | 60 200 | 60 200 | 19 944 | 19 944 | 31 352 CHF | 31 623 CHF | 99,90% | 99,90% |
19/11/2024 | 1,94% | 1,65 CHF | 1,66 CHF | 68 500 | 68 500 | 19 846 | 19 846 | 32 384 CHF | 32 707 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 1,56 CHF | 1,57 CHF | 68 400 | 68 400 | 20 860 | 20 860 | 33 110 CHF | 33 367 CHF | 88,25% | 99,60% |
15/11/2024 | 1,16% | 1,54 CHF | 1,55 CHF | 68 900 | 68 900 | 23 898 | 23 898 | 36 833 CHF | 37 160 CHF | 98,94% | 98,94% |
14/11/2024 | 1,26% | 1,48 CHF | 1,49 CHF | 75 300 | 75 300 | 25 916 | 25 916 | 37 485 CHF | 37 839 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 1,39 CHF | 1,40 CHF | 79 800 | 79 800 | 27 454 | 27 454 | 37 616 CHF | 37 992 CHF | 100,00% | 100,00% |
12/11/2024 | 1,58% | 1,30 CHF | 1,31 CHF | 85 500 | 85 500 | 27 272 | 27 272 | 35 371 CHF | 35 686 CHF | 96,78% | 99,91% |
11/11/2024 | 1,38% | 1,23 CHF | 1,24 CHF | 79 200 | 79 200 | 27 423 | 27 423 | 34 687 CHF | 35 064 CHF | 99,89% | 99,89% |
08/11/2024 | 1,28% | 1,32 CHF | 1,33 CHF | 73 600 | 73 600 | 25 843 | 25 843 | 35 156 CHF | 35 511 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 1,44 CHF | 1,45 CHF | 70 200 | 70 200 | 24 304 | 24 304 | 35 574 CHF | 35 907 CHF | 99,90% | 99,90% |