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 | 1,56% | 1,32 CHF | 1,33 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 41 745 CHF | 42 267 CHF | 99,57% | 99,57% |
19/11/2024 | 1,76% | 1,50 CHF | 1,51 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 40 015 CHF | 40 539 CHF | 99,22% | 99,22% |
18/11/2024 | 1,51% | 1,22 CHF | 1,23 CHF | 68 000 | 68 000 | 30 451 | 30 451 | 36 528 CHF | 36 992 CHF | 99,90% | 99,90% |
15/11/2024 | 1,81% | 1,12 CHF | 1,13 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 32 414 CHF | 32 868 CHF | 91,62% | 91,62% |
14/11/2024 | 1,13% | 1,81 CHF | 1,83 CHF | 60 000 | 60 000 | 26 351 | 26 351 | 47 338 CHF | 47 854 CHF | 99,72% | 99,72% |
13/11/2024 | 1,02% | 1,70 CHF | 1,71 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 44 350 CHF | 44 717 CHF | 99,93% | 99,93% |
12/11/2024 | 0,99% | 1,52 CHF | 1,53 CHF | 64 000 | 64 000 | 28 405 | 28 405 | 44 122 CHF | 44 491 CHF | 99,90% | 99,90% |
11/11/2024 | 1,06% | 1,59 CHF | 1,60 CHF | 62 000 | 62 000 | 25 769 | 25 769 | 42 122 CHF | 42 479 CHF | 99,90% | 99,90% |
08/11/2024 | 0,90% | 1,80 CHF | 1,81 CHF | 60 000 | 60 000 | 27 960 | 27 960 | 48 540 CHF | 48 902 CHF | 97,40% | 97,40% |
07/11/2024 | 1,03% | 1,52 CHF | 1,53 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 43 427 CHF | 43 797 CHF | 100,00% | 100,00% |