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 | 0,61% | 1,69 CHF | 1,70 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 91 876 CHF | 92 428 CHF | 99,90% | 99,90% |
19/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 86 687 CHF | 87 220 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,63 CHF | 1,64 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 84 467 CHF | 85 161 CHF | 99,90% | 99,90% |
15/11/2024 | 1,00% | 1,55 CHF | 1,56 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 72 530 CHF | 73 098 CHF | 99,45% | 99,45% |
14/11/2024 | 1,00% | 1,54 CHF | 1,55 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 81 891 CHF | 82 581 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 80 842 CHF | 81 532 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 118 000 | 118 000 | 53 101 | 53 101 | 81 138 CHF | 81 828 CHF | 99,85% | 99,85% |
11/11/2024 | 1,00% | 1,52 CHF | 1,53 CHF | 118 000 | 118 000 | 52 928 | 52 928 | 80 937 CHF | 81 626 CHF | 99,57% | 99,57% |
08/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 120 000 | 120 000 | 54 262 | 54 262 | 83 637 CHF | 84 180 CHF | 99,18% | 99,18% |
07/11/2024 | 0,74% | 1,54 CHF | 1,55 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 80 553 CHF | 81 103 CHF | 99,90% | 99,90% |