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 | 0,55% | 1,89 CHF | 1,90 CHF | 150 000 | 150 000 | 67 518 | 67 518 | 124 585 CHF | 125 262 CHF | 99,90% | 99,90% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 124 574 CHF | 125 252 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 150 000 | 150 000 | 65 033 | 65 033 | 126 318 CHF | 126 969 CHF | 99,63% | 99,63% |
15/11/2024 | 0,59% | 1,90 CHF | 1,91 CHF | 150 000 | 150 000 | 49 861 | 49 861 | 90 659 CHF | 91 159 CHF | 98,89% | 98,89% |
14/11/2024 | 1,12% | 1,79 CHF | 1,80 CHF | 152 000 | 152 000 | 50 871 | 50 871 | 89 778 CHF | 90 352 CHF | 95,00% | 95,00% |
13/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 168 000 | 168 000 | 75 201 | 75 201 | 101 935 CHF | 102 689 CHF | 99,78% | 99,78% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 170 000 | 170 000 | 75 479 | 75 479 | 100 161 CHF | 100 917 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 170 000 | 170 000 | 76 291 | 76 291 | 98 861 CHF | 99 625 CHF | 99,90% | 99,90% |
08/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 96 830 CHF | 97 612 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 97 570 CHF | 98 346 CHF | 99,85% | 99,85% |