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 | 1,35% | 1,12 CHF | 1,13 CHF | 139 100 | 139 100 | 48 228 | 48 228 | 54 478 CHF | 55 070 CHF | 99,09% | 99,09% |
19/11/2024 | 1,33% | 1,11 CHF | 1,12 CHF | 135 600 | 135 600 | 46 656 | 46 656 | 52 588 CHF | 53 157 CHF | 99,38% | 99,38% |
18/11/2024 | 1,37% | 1,18 CHF | 1,19 CHF | 139 800 | 139 800 | 48 087 | 48 087 | 54 480 CHF | 55 070 CHF | 99,90% | 99,90% |
15/11/2024 | 2,49% | 1,20 CHF | 1,21 CHF | 97 200 | 97 200 | 27 051 | 27 051 | 33 184 CHF | 33 611 CHF | 99,25% | 99,25% |
14/11/2024 | 1,01% | 1,81 CHF | 1,82 CHF | 92 000 | 92 000 | 31 263 | 31 263 | 56 201 CHF | 56 626 CHF | 99,89% | 99,89% |
13/11/2024 | 1,01% | 1,68 CHF | 1,69 CHF | 88 600 | 88 600 | 30 341 | 30 341 | 52 640 CHF | 53 054 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,82 CHF | 1,83 CHF | 83 400 | 83 400 | 28 514 | 28 514 | 53 753 CHF | 54 141 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,95 CHF | 1,96 CHF | 78 700 | 78 700 | 26 959 | 26 959 | 52 976 CHF | 53 343 CHF | 99,93% | 99,93% |
08/11/2024 | 0,98% | 2,12 CHF | 2,13 CHF | 74 000 | 74 000 | 25 517 | 25 517 | 53 564 CHF | 53 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 2,03 CHF | 2,04 CHF | 83 800 | 83 800 | 28 951 | 28 951 | 58 015 CHF | 58 411 CHF | 100,00% | 100,00% |