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 | 1,27% | 1,22 CHF | 1,23 CHF | 194 000 | 194 000 | 86 915 | 86 915 | 105 408 CHF | 106 536 CHF | 99,90% | 99,90% |
19/11/2024 | 1,26% | 1,22 CHF | 1,23 CHF | 196 000 | 196 000 | 86 985 | 86 985 | 106 508 CHF | 107 637 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 1,28 CHF | 1,29 CHF | 192 000 | 192 000 | 85 338 | 85 338 | 109 692 CHF | 110 799 CHF | 99,90% | 99,90% |
15/11/2024 | 1,37% | 1,26 CHF | 1,27 CHF | 192 000 | 192 000 | 72 944 | 72 944 | 96 567 CHF | 97 629 CHF | 98,39% | 98,39% |
14/11/2024 | 1,12% | 1,38 CHF | 1,39 CHF | 186 000 | 186 000 | 82 718 | 82 718 | 114 482 CHF | 115 558 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 1,42 CHF | 1,43 CHF | 186 000 | 186 000 | 81 313 | 81 313 | 117 896 CHF | 118 942 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 1,42 CHF | 1,43 CHF | 186 000 | 186 000 | 82 121 | 82 121 | 119 559 CHF | 120 623 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 1,58 CHF | 1,59 CHF | 178 000 | 178 000 | 75 303 | 75 303 | 121 492 CHF | 122 502 CHF | 99,90% | 99,90% |
08/11/2024 | 1,00% | 1,52 CHF | 1,53 CHF | 182 000 | 182 000 | 79 280 | 79 280 | 125 450 CHF | 126 479 CHF | 99,18% | 99,18% |
07/11/2024 | 0,89% | 1,76 CHF | 1,77 CHF | 172 000 | 172 000 | 77 383 | 77 383 | 135 220 CHF | 136 227 CHF | 100,00% | 100,00% |