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 | 0,65% | 1,60 CHF | 1,61 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 86 826 CHF | 87 378 CHF | 99,89% | 99,89% |
19/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 122 000 | 122 000 | 53 234 | 53 234 | 81 828 CHF | 82 361 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 1,54 CHF | 1,55 CHF | 122 000 | 122 000 | 53 568 | 53 568 | 79 517 CHF | 80 211 CHF | 99,89% | 99,89% |
15/11/2024 | 1,06% | 1,45 CHF | 1,46 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 68 195 CHF | 68 763 CHF | 99,45% | 99,45% |
14/11/2024 | 1,06% | 1,45 CHF | 1,46 CHF | 118 000 | 118 000 | 53 077 | 53 077 | 76 973 CHF | 77 662 CHF | 100,00% | 100,00% |
13/11/2024 | 1,08% | 1,44 CHF | 1,45 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 75 907 CHF | 76 597 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 1,44 CHF | 1,45 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 76 267 CHF | 76 957 CHF | 99,86% | 99,86% |
11/11/2024 | 1,07% | 1,43 CHF | 1,44 CHF | 118 000 | 118 000 | 52 929 | 52 929 | 76 103 CHF | 76 792 CHF | 99,57% | 99,57% |
08/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 120 000 | 120 000 | 54 256 | 54 256 | 78 710 CHF | 79 253 CHF | 99,19% | 99,19% |
07/11/2024 | 0,78% | 1,45 CHF | 1,46 CHF | 120 000 | 120 000 | 52 351 | 52 351 | 75 799 CHF | 76 348 CHF | 99,90% | 99,90% |