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 | 0,58% | 1,79 CHF | 1,80 CHF | 124 000 | 124 000 | 55 093 | 55 093 | 96 936 CHF | 97 488 CHF | 99,90% | 99,90% |
19/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 91 606 CHF | 92 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,73 CHF | 1,74 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 89 418 CHF | 90 112 CHF | 99,90% | 99,90% |
15/11/2024 | 0,94% | 1,64 CHF | 1,65 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 76 903 CHF | 77 472 CHF | 99,45% | 99,45% |
14/11/2024 | 0,94% | 1,64 CHF | 1,65 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 86 831 CHF | 87 521 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,62 CHF | 1,63 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 85 777 CHF | 86 467 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,62 CHF | 1,63 CHF | 118 000 | 118 000 | 53 101 | 53 101 | 85 995 CHF | 86 685 CHF | 99,85% | 99,85% |
11/11/2024 | 0,95% | 1,61 CHF | 1,62 CHF | 118 000 | 118 000 | 52 926 | 52 926 | 85 751 CHF | 86 440 CHF | 99,56% | 99,56% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 120 000 | 120 000 | 54 269 | 54 269 | 88 602 CHF | 89 145 CHF | 99,15% | 99,15% |
07/11/2024 | 0,70% | 1,63 CHF | 1,64 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 85 335 CHF | 85 885 CHF | 99,90% | 99,90% |