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 | 0,64% | 1,63 CHF | 1,64 CHF | 150 000 | 150 000 | 67 517 | 67 517 | 107 107 CHF | 107 784 CHF | 99,90% | 99,90% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 152 000 | 152 000 | 67 633 | 67 633 | 107 175 CHF | 107 853 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 150 000 | 150 000 | 65 037 | 65 037 | 109 504 CHF | 110 156 CHF | 99,63% | 99,63% |
15/11/2024 | 0,69% | 1,64 CHF | 1,65 CHF | 150 000 | 150 000 | 49 863 | 49 863 | 77 756 CHF | 78 256 CHF | 98,89% | 98,89% |
14/11/2024 | 1,34% | 1,54 CHF | 1,55 CHF | 152 000 | 152 000 | 50 882 | 50 882 | 76 616 CHF | 77 189 CHF | 95,01% | 95,01% |
13/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 168 000 | 168 000 | 75 204 | 75 204 | 82 408 CHF | 83 161 CHF | 99,78% | 99,78% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 170 000 | 170 000 | 75 480 | 75 480 | 80 554 CHF | 81 311 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 170 000 | 170 000 | 76 294 | 76 294 | 79 105 CHF | 79 869 CHF | 99,90% | 99,90% |
08/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 174 000 | 174 000 | 78 034 | 78 034 | 76 776 CHF | 77 558 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 174 000 | 174 000 | 77 460 | 77 460 | 77 599 CHF | 78 375 CHF | 99,85% | 99,85% |