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 | 0,70% | 1,49 CHF | 1,50 CHF | 150 000 | 150 000 | 67 514 | 67 514 | 97 670 CHF | 98 347 CHF | 99,90% | 99,90% |
19/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 152 000 | 152 000 | 67 627 | 67 627 | 97 762 CHF | 98 440 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 150 000 | 150 000 | 65 034 | 65 034 | 100 378 CHF | 101 030 CHF | 99,63% | 99,63% |
15/11/2024 | 0,76% | 1,50 CHF | 1,51 CHF | 150 000 | 150 000 | 49 861 | 49 861 | 70 781 CHF | 71 280 CHF | 98,89% | 98,89% |
14/11/2024 | 1,02% | 1,40 CHF | 1,41 CHF | 152 000 | 152 000 | 70 801 | 70 801 | 101 958 CHF | 102 677 CHF | 54,00% | 95,00% |
13/11/2024 | - | 0,98 CHF | - CHF | 168 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,92 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,91 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,86 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,87 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |