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 | 1,03% | 1,51 CHF | 1,52 CHF | 194 000 | 194 000 | 86 909 | 86 909 | 130 208 CHF | 131 337 CHF | 99,90% | 99,90% |
19/11/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 196 000 | 196 000 | 86 984 | 86 984 | 131 403 CHF | 132 532 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,56 CHF | 1,57 CHF | 192 000 | 192 000 | 85 332 | 85 332 | 134 030 CHF | 135 137 CHF | 99,90% | 99,90% |
15/11/2024 | 1,14% | 1,54 CHF | 1,55 CHF | 192 000 | 192 000 | 72 205 | 72 205 | 116 261 CHF | 117 317 CHF | 97,13% | 97,13% |
14/11/2024 | 0,93% | 1,67 CHF | 1,68 CHF | 186 000 | 186 000 | 82 718 | 82 718 | 138 193 CHF | 139 269 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 1,70 CHF | 1,71 CHF | 186 000 | 186 000 | 81 311 | 81 311 | 141 027 CHF | 142 073 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,71 CHF | 1,72 CHF | 186 000 | 186 000 | 82 114 | 82 114 | 142 862 CHF | 143 926 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,86 CHF | 1,87 CHF | 178 000 | 178 000 | 75 293 | 75 293 | 142 772 CHF | 143 782 CHF | 99,90% | 99,90% |
08/11/2024 | 0,85% | 1,80 CHF | 1,81 CHF | 182 000 | 182 000 | 79 269 | 79 269 | 147 686 CHF | 148 715 CHF | 99,20% | 99,20% |
07/11/2024 | 0,77% | 2,04 CHF | 2,05 CHF | 172 000 | 172 000 | 77 381 | 77 381 | 156 907 CHF | 157 914 CHF | 100,00% | 100,00% |