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 | 0,85% | 1,24 CHF | 1,25 CHF | 150 000 | 150 000 | 67 523 | 67 523 | 80 921 CHF | 81 598 CHF | 99,91% | 99,91% |
19/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 152 000 | 152 000 | 67 634 | 67 634 | 81 025 CHF | 81 703 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 150 000 | 150 000 | 65 041 | 65 041 | 84 269 CHF | 84 921 CHF | 99,64% | 99,64% |
15/11/2024 | 0,94% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 58 357 CHF | 58 857 CHF | 98,89% | 98,89% |
14/11/2024 | 1,88% | 1,15 CHF | 1,16 CHF | 152 000 | 152 000 | 50 887 | 50 887 | 56 825 CHF | 57 399 CHF | 95,02% | 95,02% |
13/11/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 168 000 | 168 000 | 69 156 | 69 156 | 49 472 CHF | 50 166 CHF | 71,93% | 99,78% |
12/11/2024 | - | 0,67 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 1,58% | 0,67 CHF | 0,68 CHF | 170 000 | 170 000 | 79 320 | 79 320 | 51 849 CHF | 52 644 CHF | 90,81% | 99,90% |
08/11/2024 | - | 0,61 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 174 000 | 174 000 | 77 460 | 77 460 | 48 100 CHF | 48 876 CHF | 99,86% | 99,86% |