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 | 0,77% | 1,29 CHF | 1,30 CHF | 174 000 | 174 000 | 63 973 | 63 973 | 84 004 CHF | 84 645 CHF | 99,82% | 99,82% |
19/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 176 000 | 176 000 | 65 010 | 65 010 | 83 474 CHF | 84 125 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 174 000 | 174 000 | 65 039 | 65 039 | 82 608 CHF | 83 259 CHF | 99,90% | 99,90% |
15/11/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 174 000 | 174 000 | 63 567 | 63 567 | 84 149 CHF | 84 786 CHF | 99,47% | 99,47% |
14/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 168 000 | 168 000 | 60 697 | 60 697 | 89 142 CHF | 89 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,45 CHF | 1,46 CHF | 168 000 | 168 000 | 60 945 | 60 945 | 92 906 CHF | 93 517 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,54 CHF | 1,55 CHF | 166 000 | 166 000 | 58 124 | 58 124 | 93 602 CHF | 94 184 CHF | 99,44% | 99,44% |
11/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 158 000 | 158 000 | 57 805 | 57 805 | 105 313 CHF | 105 892 CHF | 99,89% | 99,89% |
08/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 152 000 | 152 000 | 56 115 | 56 115 | 108 430 CHF | 108 992 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 152 000 | 152 000 | 56 493 | 56 493 | 110 504 CHF | 111 071 CHF | 99,76% | 99,76% |