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 | 0,60% | 1,73 CHF | 1,74 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 93 985 CHF | 94 537 CHF | 99,89% | 99,89% |
19/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 122 000 | 122 000 | 53 234 | 53 234 | 88 739 CHF | 89 272 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,67 CHF | 1,68 CHF | 122 000 | 122 000 | 53 568 | 53 568 | 86 534 CHF | 87 228 CHF | 99,89% | 99,89% |
15/11/2024 | 0,98% | 1,59 CHF | 1,60 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 74 379 CHF | 74 947 CHF | 99,45% | 99,45% |
14/11/2024 | 0,98% | 1,58 CHF | 1,59 CHF | 118 000 | 118 000 | 53 078 | 53 078 | 83 962 CHF | 84 651 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,57 CHF | 1,58 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 82 861 CHF | 83 550 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,57 CHF | 1,58 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 83 204 CHF | 83 894 CHF | 99,85% | 99,85% |
11/11/2024 | 0,98% | 1,56 CHF | 1,57 CHF | 118 000 | 118 000 | 53 068 | 53 068 | 83 196 CHF | 83 886 CHF | 99,62% | 99,62% |
08/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 54 069 | 54 069 | 85 400 CHF | 85 942 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 52 351 | 52 351 | 82 552 CHF | 83 102 CHF | 99,90% | 99,90% |