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 | 1,29% | 1,54 CHF | 1,55 CHF | 114 000 | 114 000 | 49 705 | 49 705 | 74 155 CHF | 74 916 CHF | 99,90% | 99,90% |
19/11/2024 | 1,34% | 1,32 CHF | 1,33 CHF | 118 000 | 118 000 | 51 741 | 51 741 | 68 662 CHF | 69 440 CHF | 99,85% | 99,85% |
18/11/2024 | 1,19% | 1,31 CHF | 1,32 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 72 175 CHF | 72 936 CHF | 97,65% | 97,65% |
15/11/2024 | 0,98% | 1,61 CHF | 1,62 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 83 370 CHF | 84 077 CHF | 99,58% | 99,58% |
14/11/2024 | 0,84% | 2,04 CHF | 2,05 CHF | 105 000 | 105 000 | 46 841 | 46 841 | 97 895 CHF | 98 602 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 2,21 CHF | 2,22 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 101 625 CHF | 102 327 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 2,15 CHF | 2,16 CHF | 104 000 | 104 000 | 46 392 | 46 392 | 102 995 CHF | 103 698 CHF | 99,77% | 99,77% |
11/11/2024 | 0,79% | 2,35 CHF | 2,36 CHF | 102 000 | 102 000 | 45 813 | 45 813 | 105 378 CHF | 106 073 CHF | 99,90% | 99,90% |
08/11/2024 | 1,54% | 2,23 CHF | 2,24 CHF | 104 000 | 104 000 | 47 771 | 47 771 | 98 939 CHF | 100 050 CHF | 98,91% | 98,91% |
07/11/2024 | 1,70% | 1,91 CHF | 1,92 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 90 231 CHF | 91 376 CHF | 99,90% | 99,90% |