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 | 1,13% | 1,76 CHF | 1,78 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 169 650 CHF | 171 575 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 1,80 CHF | 1,82 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 180 313 CHF | 182 271 CHF | 99,91% | 99,91% |
18/11/2024 | 1,08% | 1,84 CHF | 1,86 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 179 974 CHF | 181 932 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 1,82 CHF | 1,84 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 154 568 CHF | 156 451 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 1,38 CHF | 1,40 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 124 629 CHF | 126 425 CHF | 100,00% | 100,00% |
13/11/2024 | 1,39% | 1,39 CHF | 1,41 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 129 143 CHF | 130 952 CHF | 100,00% | 100,00% |
12/11/2024 | 1,45% | 1,35 CHF | 1,37 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 122 295 CHF | 124 085 CHF | 99,92% | 99,92% |
11/11/2024 | 1,42% | 1,41 CHF | 1,43 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 126 084 CHF | 127 886 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 1,46 CHF | 1,48 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 135 760 CHF | 137 588 CHF | 98,97% | 98,97% |
07/11/2024 | 1,31% | 1,48 CHF | 1,50 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 139 730 CHF | 141 568 CHF | 100,00% | 100,00% |