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 | 0,75% | 1,40 CHF | 1,41 CHF | 150 000 | 150 000 | 67 521 | 67 521 | 91 538 CHF | 92 215 CHF | 99,91% | 99,91% |
19/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 152 000 | 152 000 | 67 627 | 67 627 | 91 592 CHF | 92 269 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 150 000 | 150 000 | 65 041 | 65 041 | 94 496 CHF | 95 148 CHF | 99,64% | 99,64% |
15/11/2024 | 0,82% | 1,41 CHF | 1,42 CHF | 150 000 | 150 000 | 49 865 | 49 865 | 66 218 CHF | 66 718 CHF | 98,90% | 98,90% |
14/11/2024 | 1,61% | 1,30 CHF | 1,31 CHF | 152 000 | 152 000 | 50 992 | 50 992 | 65 003 CHF | 65 578 CHF | 95,12% | 95,12% |
13/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 168 000 | 168 000 | 75 203 | 75 203 | 65 100 CHF | 65 853 CHF | 99,78% | 99,78% |
12/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 170 000 | 170 000 | 75 480 | 75 480 | 63 263 CHF | 64 019 CHF | 100,00% | 100,00% |
11/11/2024 | 1,27% | 0,82 CHF | 0,83 CHF | 170 000 | 170 000 | 76 298 | 76 298 | 61 659 CHF | 62 423 CHF | 99,90% | 99,90% |
08/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 174 000 | 174 000 | 78 034 | 78 034 | 59 044 CHF | 59 826 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 174 000 | 174 000 | 77 460 | 77 460 | 59 961 CHF | 60 737 CHF | 99,86% | 99,86% |