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 | 0,76% | 1,39 CHF | 1,40 CHF | 150 000 | 150 000 | 67 521 | 67 521 | 90 865 CHF | 91 541 CHF | 99,90% | 99,90% |
19/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 90 917 CHF | 91 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 150 000 | 150 000 | 65 038 | 65 038 | 93 821 CHF | 94 473 CHF | 99,63% | 99,63% |
15/11/2024 | 0,83% | 1,40 CHF | 1,41 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 65 697 CHF | 66 197 CHF | 98,89% | 98,89% |
14/11/2024 | 1,10% | 1,29 CHF | 1,30 CHF | 152 000 | 152 000 | 70 808 | 70 808 | 94 779 CHF | 95 498 CHF | 54,00% | 95,00% |
13/11/2024 | - | 0,88 CHF | - CHF | 168 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,82 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,81 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,76 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,77 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |