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 | 1,10% | 1,41 CHF | 1,42 CHF | 194 000 | 194 000 | 86 909 | 86 909 | 122 187 CHF | 123 316 CHF | 99,90% | 99,90% |
19/11/2024 | 1,09% | 1,41 CHF | 1,42 CHF | 196 000 | 196 000 | 86 982 | 86 982 | 123 391 CHF | 124 520 CHF | 100,00% | 100,00% |
18/11/2024 | 1,04% | 1,47 CHF | 1,48 CHF | 192 000 | 192 000 | 85 332 | 85 332 | 126 111 CHF | 127 218 CHF | 99,90% | 99,90% |
15/11/2024 | 1,21% | 1,45 CHF | 1,46 CHF | 192 000 | 192 000 | 72 640 | 72 640 | 110 146 CHF | 111 206 CHF | 97,41% | 97,41% |
14/11/2024 | 0,98% | 1,57 CHF | 1,58 CHF | 186 000 | 186 000 | 82 719 | 82 719 | 130 410 CHF | 131 486 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 1,61 CHF | 1,62 CHF | 186 000 | 186 000 | 81 315 | 81 315 | 133 356 CHF | 134 402 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 1,61 CHF | 1,62 CHF | 186 000 | 186 000 | 82 122 | 82 122 | 135 172 CHF | 136 236 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 1,77 CHF | 1,78 CHF | 178 000 | 178 000 | 75 292 | 75 292 | 135 593 CHF | 136 603 CHF | 99,90% | 99,90% |
08/11/2024 | 0,90% | 1,71 CHF | 1,72 CHF | 182 000 | 182 000 | 79 269 | 79 269 | 140 226 CHF | 141 255 CHF | 99,20% | 99,20% |
07/11/2024 | 0,81% | 1,95 CHF | 1,96 CHF | 172 000 | 172 000 | 77 383 | 77 383 | 149 577 CHF | 150 584 CHF | 100,00% | 100,00% |