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 | 0,88% | 1,12 CHF | 1,13 CHF | 174 000 | 174 000 | 63 972 | 63 972 | 73 246 CHF | 73 887 CHF | 99,82% | 99,82% |
19/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 176 000 | 176 000 | 65 008 | 65 008 | 72 599 CHF | 73 251 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,14 CHF | 1,15 CHF | 174 000 | 174 000 | 65 040 | 65 040 | 71 709 CHF | 72 360 CHF | 99,90% | 99,90% |
15/11/2024 | 0,87% | 1,10 CHF | 1,11 CHF | 174 000 | 174 000 | 63 567 | 63 567 | 73 451 CHF | 74 088 CHF | 99,47% | 99,47% |
14/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 168 000 | 168 000 | 60 698 | 60 698 | 78 977 CHF | 79 585 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 1,28 CHF | 1,29 CHF | 168 000 | 168 000 | 60 939 | 60 939 | 82 736 CHF | 83 346 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 1,37 CHF | 1,38 CHF | 166 000 | 166 000 | 58 117 | 58 117 | 83 911 CHF | 84 493 CHF | 99,45% | 99,45% |
11/11/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 158 000 | 158 000 | 57 804 | 57 804 | 95 734 CHF | 96 313 CHF | 99,89% | 99,89% |
08/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 152 000 | 152 000 | 56 117 | 56 117 | 99 188 CHF | 99 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 152 000 | 152 000 | 56 495 | 56 495 | 101 191 CHF | 101 758 CHF | 99,76% | 99,76% |