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 | 1,32% | 1,17 CHF | 1,18 CHF | 194 000 | 194 000 | 86 908 | 86 908 | 101 487 CHF | 102 616 CHF | 99,90% | 99,90% |
19/11/2024 | 1,31% | 1,17 CHF | 1,18 CHF | 196 000 | 196 000 | 86 984 | 86 984 | 102 702 CHF | 103 831 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 1,23 CHF | 1,24 CHF | 192 000 | 192 000 | 85 331 | 85 331 | 105 777 CHF | 106 884 CHF | 99,90% | 99,90% |
15/11/2024 | 1,42% | 1,21 CHF | 1,22 CHF | 192 000 | 192 000 | 72 380 | 72 380 | 92 568 CHF | 93 626 CHF | 96,98% | 96,98% |
14/11/2024 | 1,16% | 1,34 CHF | 1,35 CHF | 186 000 | 186 000 | 82 718 | 82 718 | 110 764 CHF | 111 840 CHF | 100,00% | 100,00% |
13/11/2024 | 1,08% | 1,37 CHF | 1,38 CHF | 186 000 | 186 000 | 81 314 | 81 314 | 114 256 CHF | 115 302 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 1,38 CHF | 1,39 CHF | 186 000 | 186 000 | 82 118 | 82 118 | 115 906 CHF | 116 970 CHF | 100,00% | 100,00% |
11/11/2024 | 1,15% | 1,53 CHF | 1,54 CHF | 178 000 | 178 000 | 75 298 | 75 298 | 118 053 CHF | 119 063 CHF | 99,90% | 99,90% |
08/11/2024 | 1,03% | 1,47 CHF | 1,48 CHF | 182 000 | 182 000 | 79 270 | 79 270 | 121 896 CHF | 122 925 CHF | 99,20% | 99,20% |
07/11/2024 | 0,92% | 1,72 CHF | 1,73 CHF | 172 000 | 172 000 | 77 386 | 77 386 | 131 750 CHF | 132 757 CHF | 100,00% | 100,00% |