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 | 1,60% | 1,01 CHF | 1,02 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 40 253 CHF | 40 786 CHF | 99,90% | 99,90% |
19/11/2024 | 1,72% | 0,90 CHF | 0,91 CHF | 92 000 | 92 000 | 38 256 | 38 256 | 34 384 CHF | 34 888 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 41 034 | 41 034 | 39 187 CHF | 39 720 CHF | 99,90% | 99,90% |
15/11/2024 | 1,61% | 0,94 CHF | 0,95 CHF | 90 000 | 90 000 | 36 803 | 36 803 | 34 307 CHF | 34 759 CHF | 100,00% | 100,00% |
14/11/2024 | 1,64% | 0,95 CHF | 0,96 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 37 974 CHF | 38 500 CHF | 100,00% | 100,00% |
13/11/2024 | 1,51% | 0,98 CHF | 0,99 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 41 785 CHF | 42 321 CHF | 98,61% | 99,78% |
12/11/2024 | 1,67% | 0,98 CHF | 0,99 CHF | 92 000 | 92 000 | 40 587 | 40 587 | 37 522 CHF | 38 050 CHF | 100,00% | 100,00% |
11/11/2024 | 3,41% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 21 567 CHF | 22 237 CHF | 99,55% | 99,55% |
08/11/2024 | 1,42% | 1,03 CHF | 1,04 CHF | 94 000 | 94 000 | 42 798 | 42 798 | 45 426 CHF | 45 980 CHF | 98,79% | 98,79% |
07/11/2024 | 1,43% | 1,06 CHF | 1,07 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 45 855 CHF | 46 410 CHF | 100,00% | 100,00% |