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 | 1,51% | 1,06 CHF | 1,07 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 42 550 CHF | 43 083 CHF | 99,90% | 99,90% |
19/11/2024 | 1,61% | 0,96 CHF | 0,97 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 36 546 CHF | 37 050 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 0,98 CHF | 0,99 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 41 496 CHF | 42 028 CHF | 99,90% | 99,90% |
15/11/2024 | 1,52% | 0,99 CHF | 1,00 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 36 420 CHF | 36 871 CHF | 100,00% | 100,00% |
14/11/2024 | 1,55% | 1,00 CHF | 1,01 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 40 241 CHF | 40 767 CHF | 100,00% | 100,00% |
13/11/2024 | 1,43% | 1,04 CHF | 1,05 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 44 101 CHF | 44 636 CHF | 98,61% | 99,78% |
12/11/2024 | 1,58% | 1,04 CHF | 1,05 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 39 777 CHF | 40 305 CHF | 100,00% | 100,00% |
11/11/2024 | 3,23% | 0,94 CHF | 0,95 CHF | 90 000 | 90 000 | 22 704 | 22 704 | 22 841 CHF | 23 511 CHF | 99,56% | 99,56% |
08/11/2024 | 1,35% | 1,08 CHF | 1,09 CHF | 94 000 | 94 000 | 42 853 | 42 853 | 47 908 CHF | 48 462 CHF | 98,50% | 98,50% |
07/11/2024 | 1,36% | 1,12 CHF | 1,13 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 48 200 CHF | 48 755 CHF | 100,00% | 100,00% |