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 | 1,44% | 1,11 CHF | 1,12 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 44 533 CHF | 45 066 CHF | 99,90% | 99,90% |
19/11/2024 | 1,54% | 1,01 CHF | 1,02 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 38 374 CHF | 38 878 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 1,02 CHF | 1,03 CHF | 90 000 | 90 000 | 41 034 | 41 034 | 43 449 CHF | 43 981 CHF | 99,90% | 99,90% |
15/11/2024 | 1,45% | 1,04 CHF | 1,05 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 38 195 CHF | 38 647 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 1,05 CHF | 1,06 CHF | 90 000 | 90 000 | 40 413 | 40 413 | 42 170 CHF | 42 696 CHF | 100,00% | 100,00% |
13/11/2024 | 1,37% | 1,08 CHF | 1,09 CHF | 92 000 | 92 000 | 41 457 | 41 457 | 46 076 CHF | 46 611 CHF | 98,61% | 99,78% |
12/11/2024 | 1,51% | 1,09 CHF | 1,10 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 41 707 CHF | 42 234 CHF | 100,00% | 100,00% |
11/11/2024 | 3,09% | 0,99 CHF | 1,00 CHF | 90 000 | 90 000 | 22 705 | 22 705 | 23 927 CHF | 24 597 CHF | 99,53% | 99,53% |
08/11/2024 | 1,30% | 1,13 CHF | 1,14 CHF | 94 000 | 94 000 | 42 804 | 42 804 | 49 889 CHF | 50 442 CHF | 98,78% | 98,78% |
07/11/2024 | 1,31% | 1,17 CHF | 1,18 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 50 233 CHF | 50 788 CHF | 100,00% | 100,00% |