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 | 0,65% | 1,61 CHF | 1,62 CHF | 150 000 | 150 000 | 67 514 | 67 514 | 106 245 CHF | 106 921 CHF | 99,90% | 99,90% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 106 284 CHF | 106 962 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 150 000 | 150 000 | 65 033 | 65 033 | 108 667 CHF | 109 319 CHF | 99,63% | 99,63% |
15/11/2024 | 0,70% | 1,63 CHF | 1,64 CHF | 150 000 | 150 000 | 49 861 | 49 861 | 77 092 CHF | 77 592 CHF | 98,89% | 98,89% |
14/11/2024 | 1,35% | 1,52 CHF | 1,53 CHF | 152 000 | 152 000 | 50 876 | 50 876 | 75 959 CHF | 76 533 CHF | 95,00% | 95,00% |
13/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 168 000 | 168 000 | 73 777 | 73 777 | 80 130 CHF | 80 869 CHF | 98,29% | 99,78% |
12/11/2024 | - | 1,04 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 170 000 | 170 000 | 76 292 | 76 292 | 78 366 CHF | 79 130 CHF | 99,90% | 99,90% |
08/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 174 000 | 174 000 | 77 341 | 77 341 | 75 416 CHF | 76 191 CHF | 99,30% | 100,00% |
07/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 174 000 | 174 000 | 77 458 | 77 458 | 76 852 CHF | 77 628 CHF | 99,85% | 99,85% |