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% | 1,91 CHF | 1,92 CHF | 150 000 | 150 000 | 67 520 | 67 520 | 125 858 CHF | 126 534 CHF | 99,91% | 99,91% |
19/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 125 872 CHF | 126 550 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 150 000 | 150 000 | 65 042 | 65 042 | 127 606 CHF | 128 258 CHF | 99,64% | 99,64% |
15/11/2024 | 0,58% | 1,92 CHF | 1,93 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 91 621 CHF | 92 121 CHF | 98,90% | 98,90% |
14/11/2024 | 1,11% | 1,81 CHF | 1,82 CHF | 152 000 | 152 000 | 50 980 | 50 980 | 90 955 CHF | 91 529 CHF | 95,10% | 95,10% |
13/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 168 000 | 168 000 | 75 204 | 75 204 | 103 204 CHF | 103 958 CHF | 99,78% | 99,78% |
12/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 170 000 | 170 000 | 75 480 | 75 480 | 101 430 CHF | 102 186 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 170 000 | 170 000 | 76 297 | 76 297 | 100 086 CHF | 100 850 CHF | 99,90% | 99,90% |
08/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 174 000 | 174 000 | 78 033 | 78 033 | 98 054 CHF | 98 836 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 174 000 | 174 000 | 77 460 | 77 460 | 98 758 CHF | 99 534 CHF | 99,86% | 99,86% |