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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 146 000 | 146 000 | 64 979 | 64 979 | 122 308 CHF | 122 960 CHF | 100,00% | 100,00% |
22/11/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 146 000 | 146 000 | 64 588 | 64 588 | 117 843 CHF | 118 490 CHF | 99,82% | 99,82% |
20/11/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 150 000 | 150 000 | 67 521 | 67 521 | 115 482 CHF | 116 159 CHF | 99,91% | 99,91% |
19/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 115 460 CHF | 116 138 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 150 000 | 150 000 | 65 043 | 65 043 | 117 516 CHF | 118 167 CHF | 99,64% | 99,64% |
15/11/2024 | 0,64% | 1,77 CHF | 1,78 CHF | 150 000 | 150 000 | 49 865 | 49 865 | 83 923 CHF | 84 423 CHF | 98,90% | 98,90% |
14/11/2024 | 1,22% | 1,66 CHF | 1,67 CHF | 152 000 | 152 000 | 50 880 | 50 880 | 82 895 CHF | 83 469 CHF | 95,01% | 95,01% |
13/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 168 000 | 168 000 | 75 200 | 75 200 | 91 837 CHF | 92 590 CHF | 99,78% | 99,78% |
12/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 75 478 | 75 478 | 90 058 CHF | 90 814 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 76 292 | 76 292 | 88 614 CHF | 89 379 CHF | 99,90% | 99,90% |