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 | 1,05% | 1,87 CHF | 1,88 CHF | 114 000 | 114 000 | 49 702 | 49 702 | 90 654 CHF | 91 415 CHF | 99,90% | 99,90% |
19/11/2024 | 1,07% | 1,65 CHF | 1,66 CHF | 118 000 | 118 000 | 51 731 | 51 731 | 85 765 CHF | 86 542 CHF | 99,83% | 99,83% |
18/11/2024 | 0,97% | 1,65 CHF | 1,66 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 89 119 CHF | 89 880 CHF | 97,65% | 97,65% |
15/11/2024 | 0,83% | 1,94 CHF | 1,95 CHF | 112 000 | 112 000 | 47 281 | 47 281 | 99 126 CHF | 99 833 CHF | 99,58% | 99,58% |
14/11/2024 | 0,73% | 2,37 CHF | 2,38 CHF | 105 000 | 105 000 | 46 839 | 46 839 | 113 473 CHF | 114 180 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 2,54 CHF | 2,55 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 116 949 CHF | 117 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,48 CHF | 2,49 CHF | 104 000 | 104 000 | 46 394 | 46 394 | 118 314 CHF | 119 017 CHF | 99,75% | 99,75% |
11/11/2024 | 0,69% | 2,68 CHF | 2,69 CHF | 102 000 | 102 000 | 45 812 | 45 812 | 120 461 CHF | 121 156 CHF | 99,89% | 99,89% |
08/11/2024 | 1,32% | 2,56 CHF | 2,57 CHF | 104 000 | 104 000 | 47 773 | 47 773 | 114 566 CHF | 115 677 CHF | 98,91% | 98,91% |
07/11/2024 | 1,44% | 2,24 CHF | 2,25 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 106 265 CHF | 107 410 CHF | 99,90% | 99,90% |