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 | 1,70% | 0,91 CHF | 0,92 CHF | 194 000 | 194 000 | 86 916 | 86 916 | 78 941 CHF | 80 070 CHF | 99,90% | 99,90% |
19/11/2024 | 1,67% | 0,91 CHF | 0,92 CHF | 196 000 | 196 000 | 86 982 | 86 982 | 80 226 CHF | 81 355 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,97 CHF | 0,98 CHF | 192 000 | 192 000 | 85 338 | 85 338 | 83 658 CHF | 84 766 CHF | 99,90% | 99,90% |
15/11/2024 | 1,67% | 0,95 CHF | 0,96 CHF | 192 000 | 192 000 | 91 176 | 91 176 | 91 303 CHF | 92 451 CHF | 58,03% | 98,39% |
14/11/2024 | - | 1,08 CHF | 1,09 CHF | 186 000 | 28 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 1,32% | 1,11 CHF | 1,12 CHF | 186 000 | 186 000 | 81 312 | 81 312 | 93 246 CHF | 94 292 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 1,12 CHF | 1,13 CHF | 186 000 | 186 000 | 82 117 | 82 117 | 94 781 CHF | 95 845 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 1,28 CHF | 1,29 CHF | 178 000 | 178 000 | 75 303 | 75 303 | 98 776 CHF | 99 786 CHF | 99,90% | 99,90% |
08/11/2024 | 1,23% | 1,22 CHF | 1,23 CHF | 182 000 | 182 000 | 79 274 | 79 274 | 101 753 CHF | 102 782 CHF | 99,19% | 99,19% |
07/11/2024 | 1,08% | 1,46 CHF | 1,47 CHF | 172 000 | 172 000 | 77 384 | 77 384 | 112 036 CHF | 113 042 CHF | 100,00% | 100,00% |