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 | 0,95% | 1,04 CHF | 1,05 CHF | 174 000 | 174 000 | 63 974 | 63 974 | 68 106 CHF | 68 747 CHF | 99,82% | 99,82% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 176 000 | 176 000 | 65 009 | 65 009 | 67 368 CHF | 68 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 174 000 | 174 000 | 65 043 | 65 043 | 66 452 CHF | 67 104 CHF | 99,90% | 99,90% |
15/11/2024 | 0,93% | 1,02 CHF | 1,03 CHF | 174 000 | 174 000 | 63 569 | 63 569 | 68 352 CHF | 68 989 CHF | 99,47% | 99,47% |
14/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 168 000 | 168 000 | 60 701 | 60 701 | 74 148 CHF | 74 756 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 168 000 | 168 000 | 60 938 | 60 938 | 77 902 CHF | 78 512 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,29 CHF | 1,30 CHF | 166 000 | 166 000 | 58 098 | 58 098 | 79 304 CHF | 79 886 CHF | 99,47% | 99,47% |
11/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 158 000 | 158 000 | 57 801 | 57 801 | 91 245 CHF | 91 824 CHF | 99,89% | 99,89% |
08/11/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 152 000 | 152 000 | 56 117 | 56 117 | 94 896 CHF | 95 458 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 152 000 | 152 000 | 56 494 | 56 494 | 96 894 CHF | 97 461 CHF | 99,76% | 99,76% |