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 | 1,58% | 1,27 CHF | 1,28 CHF | 114 000 | 114 000 | 49 705 | 49 705 | 60 777 CHF | 61 538 CHF | 99,90% | 99,90% |
19/11/2024 | 1,67% | 1,05 CHF | 1,06 CHF | 118 000 | 118 000 | 51 740 | 51 740 | 54 774 CHF | 55 552 CHF | 99,83% | 99,83% |
18/11/2024 | 1,45% | 1,05 CHF | 1,06 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 58 459 CHF | 59 220 CHF | 97,65% | 97,65% |
15/11/2024 | 1,15% | 1,34 CHF | 1,35 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 70 631 CHF | 71 338 CHF | 99,58% | 99,58% |
14/11/2024 | 0,96% | 1,77 CHF | 1,78 CHF | 105 000 | 105 000 | 46 839 | 46 839 | 85 261 CHF | 85 968 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,94 CHF | 1,95 CHF | 103 000 | 103 000 | 46 305 | 46 305 | 89 216 CHF | 89 918 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,88 CHF | 1,89 CHF | 104 000 | 104 000 | 46 395 | 46 395 | 90 609 CHF | 91 311 CHF | 99,75% | 99,75% |
11/11/2024 | 0,89% | 2,09 CHF | 2,10 CHF | 102 000 | 102 000 | 45 812 | 45 812 | 93 163 CHF | 93 858 CHF | 99,90% | 99,90% |
08/11/2024 | 1,77% | 1,96 CHF | 1,97 CHF | 104 000 | 104 000 | 47 770 | 47 770 | 86 326 CHF | 87 437 CHF | 98,92% | 98,92% |
07/11/2024 | 1,99% | 1,65 CHF | 1,66 CHF | 109 000 | 109 000 | 49 028 | 49 028 | 77 246 CHF | 78 391 CHF | 99,90% | 99,90% |