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 | 1,85% | 1,09 CHF | 1,10 CHF | 114 000 | 114 000 | 49 702 | 49 702 | 52 040 CHF | 52 801 CHF | 99,89% | 99,89% |
19/11/2024 | 2,00% | 0,88 CHF | 0,89 CHF | 118 000 | 118 000 | 51 738 | 51 738 | 45 708 CHF | 46 486 CHF | 99,87% | 99,87% |
18/11/2024 | 1,69% | 0,87 CHF | 0,88 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 49 470 CHF | 50 230 CHF | 97,65% | 97,65% |
15/11/2024 | 1,30% | 1,16 CHF | 1,17 CHF | 112 000 | 112 000 | 47 281 | 47 281 | 62 275 CHF | 62 983 CHF | 99,58% | 99,58% |
14/11/2024 | 1,06% | 1,59 CHF | 1,60 CHF | 105 000 | 105 000 | 46 839 | 46 839 | 76 976 CHF | 77 683 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 1,77 CHF | 1,78 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 81 083 CHF | 81 785 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 1,71 CHF | 1,72 CHF | 104 000 | 104 000 | 46 388 | 46 388 | 82 443 CHF | 83 146 CHF | 99,79% | 99,79% |
11/11/2024 | 0,98% | 1,91 CHF | 1,92 CHF | 102 000 | 102 000 | 45 811 | 45 811 | 85 156 CHF | 85 851 CHF | 99,89% | 99,89% |
08/11/2024 | 1,96% | 1,79 CHF | 1,80 CHF | 104 000 | 104 000 | 47 768 | 47 768 | 78 026 CHF | 79 137 CHF | 98,93% | 98,93% |
07/11/2024 | 2,24% | 1,48 CHF | 1,49 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 68 753 CHF | 69 898 CHF | 99,90% | 99,90% |