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 | 1,39% | 1,12 CHF | 1,13 CHF | 194 000 | 194 000 | 86 912 | 86 912 | 96 429 CHF | 97 557 CHF | 99,90% | 99,90% |
19/11/2024 | 1,38% | 1,11 CHF | 1,12 CHF | 196 000 | 196 000 | 86 985 | 86 985 | 97 672 CHF | 98 801 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 1,18 CHF | 1,19 CHF | 192 000 | 192 000 | 85 336 | 85 336 | 100 855 CHF | 101 963 CHF | 99,90% | 99,90% |
15/11/2024 | 1,48% | 1,15 CHF | 1,16 CHF | 192 000 | 192 000 | 72 942 | 72 942 | 89 032 CHF | 90 094 CHF | 98,39% | 98,39% |
14/11/2024 | 1,21% | 1,28 CHF | 1,29 CHF | 186 000 | 186 000 | 82 721 | 82 721 | 105 979 CHF | 107 055 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 1,31 CHF | 1,32 CHF | 186 000 | 186 000 | 81 315 | 81 315 | 109 544 CHF | 110 590 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 1,32 CHF | 1,33 CHF | 186 000 | 186 000 | 82 119 | 82 119 | 111 217 CHF | 112 282 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 1,48 CHF | 1,49 CHF | 178 000 | 178 000 | 75 301 | 75 301 | 113 807 CHF | 114 817 CHF | 99,90% | 99,90% |
08/11/2024 | 1,07% | 1,42 CHF | 1,43 CHF | 182 000 | 182 000 | 79 276 | 79 276 | 117 444 CHF | 118 474 CHF | 99,18% | 99,18% |
07/11/2024 | 0,95% | 1,66 CHF | 1,67 CHF | 172 000 | 172 000 | 77 384 | 77 384 | 127 401 CHF | 128 408 CHF | 100,00% | 100,00% |