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 | 1,50% | 1,37 CHF | 1,38 CHF | 66 000 | 66 000 | 28 981 | 28 981 | 43 251 CHF | 43 774 CHF | 99,57% | 99,57% |
19/11/2024 | 1,70% | 1,55 CHF | 1,56 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 41 466 CHF | 41 990 CHF | 99,22% | 99,22% |
18/11/2024 | 1,45% | 1,27 CHF | 1,28 CHF | 68 000 | 68 000 | 30 453 | 30 453 | 38 031 CHF | 38 495 CHF | 99,90% | 99,90% |
15/11/2024 | 1,74% | 1,17 CHF | 1,18 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 33 778 CHF | 34 232 CHF | 91,62% | 91,62% |
14/11/2024 | 1,10% | 1,86 CHF | 1,88 CHF | 60 000 | 60 000 | 26 351 | 26 351 | 48 768 CHF | 49 284 CHF | 99,72% | 99,72% |
13/11/2024 | 0,99% | 1,76 CHF | 1,77 CHF | 60 000 | 60 000 | 28 225 | 28 225 | 45 818 CHF | 46 185 CHF | 99,93% | 99,93% |
12/11/2024 | 0,96% | 1,57 CHF | 1,58 CHF | 64 000 | 64 000 | 28 406 | 28 406 | 45 573 CHF | 45 941 CHF | 99,92% | 99,92% |
11/11/2024 | 1,03% | 1,64 CHF | 1,65 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 43 462 CHF | 43 819 CHF | 99,90% | 99,90% |
08/11/2024 | 0,88% | 1,86 CHF | 1,87 CHF | 60 000 | 60 000 | 27 949 | 27 949 | 49 999 CHF | 50 361 CHF | 97,41% | 97,41% |
07/11/2024 | 1,00% | 1,57 CHF | 1,58 CHF | 64 000 | 64 000 | 28 570 | 28 570 | 44 901 CHF | 45 272 CHF | 100,00% | 100,00% |