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 | 1,17% | 1,32 CHF | 1,33 CHF | 194 000 | 194 000 | 86 914 | 86 914 | 114 375 CHF | 115 504 CHF | 99,90% | 99,90% |
19/11/2024 | 1,16% | 1,32 CHF | 1,33 CHF | 196 000 | 196 000 | 86 983 | 86 983 | 115 549 CHF | 116 678 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 1,38 CHF | 1,39 CHF | 192 000 | 192 000 | 85 336 | 85 336 | 118 466 CHF | 119 574 CHF | 99,90% | 99,90% |
15/11/2024 | 1,27% | 1,36 CHF | 1,37 CHF | 192 000 | 192 000 | 72 942 | 72 942 | 104 147 CHF | 105 209 CHF | 98,39% | 98,39% |
14/11/2024 | 1,04% | 1,48 CHF | 1,49 CHF | 186 000 | 186 000 | 82 717 | 82 717 | 123 077 CHF | 124 153 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 1,52 CHF | 1,53 CHF | 186 000 | 186 000 | 81 315 | 81 315 | 126 292 CHF | 127 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,52 CHF | 1,53 CHF | 186 000 | 186 000 | 82 121 | 82 121 | 127 996 CHF | 129 061 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 1,68 CHF | 1,69 CHF | 178 000 | 178 000 | 75 295 | 75 295 | 129 203 CHF | 130 213 CHF | 99,90% | 99,90% |
08/11/2024 | 0,94% | 1,62 CHF | 1,63 CHF | 182 000 | 182 000 | 79 276 | 79 276 | 133 540 CHF | 134 570 CHF | 99,18% | 99,18% |
07/11/2024 | 0,84% | 1,87 CHF | 1,88 CHF | 172 000 | 172 000 | 77 387 | 77 387 | 143 144 CHF | 144 151 CHF | 100,00% | 100,00% |