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 | 1,82% | 1,05 CHF | 1,07 CHF | 70 000 | 70 000 | 62 104 | 62 104 | 68 596 CHF | 69 840 CHF | 99,42% | 99,42% |
19/11/2024 | 1,89% | 1,04 CHF | 1,06 CHF | 60 000 | 60 000 | 60 138 | 60 138 | 64 038 CHF | 65 242 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 1,09 CHF | 1,11 CHF | 70 000 | 70 000 | 69 752 | 69 752 | 73 456 CHF | 74 852 CHF | 99,88% | 99,88% |
15/11/2024 | 1,96% | 1,04 CHF | 1,06 CHF | 70 000 | 70 000 | 69 918 | 69 918 | 70 822 CHF | 72 220 CHF | 100,00% | 100,00% |
14/11/2024 | 2,15% | 0,98 CHF | 1,00 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 64 594 CHF | 65 994 CHF | 98,66% | 98,66% |
13/11/2024 | 2,35% | 0,85 CHF | 0,87 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 989 CHF | 60 389 CHF | 100,00% | 100,00% |
12/11/2024 | 2,37% | 0,76 CHF | 0,78 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 58 352 CHF | 59 752 CHF | 99,87% | 99,87% |
11/11/2024 | 2,14% | 0,94 CHF | 0,96 CHF | 70 000 | 70 000 | 69 884 | 69 884 | 64 845 CHF | 66 243 CHF | 100,00% | 100,00% |
08/11/2024 | 2,42% | 0,80 CHF | 0,82 CHF | 70 000 | 70 000 | 69 997 | 69 997 | 57 214 CHF | 58 614 CHF | 98,31% | 98,31% |
07/11/2024 | 2,12% | 0,91 CHF | 0,93 CHF | 70 000 | 70 000 | 69 917 | 69 917 | 65 296 CHF | 66 695 CHF | 100,00% | 100,00% |