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 | 1,04% | 1,87 CHF | 1,88 CHF | 126 000 | 126 000 | 44 343 | 44 343 | 79 425 CHF | 80 036 CHF | 99,78% | 99,78% |
19/11/2024 | 1,04% | 1,71 CHF | 1,72 CHF | 130 000 | 130 000 | 45 125 | 45 125 | 76 718 CHF | 77 338 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,75 CHF | 1,76 CHF | 128 000 | 128 000 | 44 543 | 44 543 | 78 686 CHF | 79 299 CHF | 99,90% | 99,90% |
15/11/2024 | 0,98% | 1,79 CHF | 1,80 CHF | 128 000 | 128 000 | 43 876 | 43 876 | 80 063 CHF | 80 664 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,93 CHF | 1,94 CHF | 124 000 | 124 000 | 42 400 | 42 400 | 79 527 CHF | 80 103 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,83 CHF | 1,84 CHF | 126 000 | 126 000 | 44 148 | 44 148 | 80 579 CHF | 81 187 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,85 CHF | 1,86 CHF | 126 000 | 126 000 | 43 800 | 43 800 | 81 738 CHF | 82 338 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 2,00 CHF | 2,01 CHF | 124 000 | 124 000 | 43 142 | 43 142 | 84 004 CHF | 84 595 CHF | 99,77% | 99,77% |
08/11/2024 | 1,52% | 1,94 CHF | 1,95 CHF | 126 000 | 126 000 | 35 280 | 35 280 | 66 277 CHF | 66 821 CHF | 99,21% | 99,21% |
07/11/2024 | 0,82% | 2,29 CHF | 2,30 CHF | 118 000 | 118 000 | 41 180 | 41 180 | 92 520 CHF | 93 085 CHF | 99,85% | 99,85% |