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 | 0,69% | 1,51 CHF | 1,52 CHF | 124 000 | 124 000 | 55 091 | 55 091 | 81 457 CHF | 82 009 CHF | 99,89% | 99,89% |
19/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 122 000 | 122 000 | 53 233 | 53 233 | 76 671 CHF | 77 204 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 1,44 CHF | 1,45 CHF | 122 000 | 122 000 | 53 568 | 53 568 | 74 333 CHF | 75 027 CHF | 99,89% | 99,89% |
15/11/2024 | 1,14% | 1,36 CHF | 1,37 CHF | 118 000 | 118 000 | 47 068 | 47 068 | 63 598 CHF | 64 167 CHF | 99,45% | 99,45% |
14/11/2024 | 1,14% | 1,35 CHF | 1,36 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 71 818 CHF | 72 507 CHF | 100,00% | 100,00% |
13/11/2024 | 1,15% | 1,34 CHF | 1,35 CHF | 118 000 | 118 000 | 53 083 | 53 083 | 70 867 CHF | 71 556 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 1,34 CHF | 1,35 CHF | 118 000 | 118 000 | 53 098 | 53 098 | 71 108 CHF | 71 798 CHF | 99,85% | 99,85% |
11/11/2024 | 1,14% | 1,33 CHF | 1,34 CHF | 118 000 | 118 000 | 52 925 | 52 925 | 70 950 CHF | 71 639 CHF | 99,58% | 99,58% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 120 000 | 120 000 | 54 072 | 54 072 | 73 258 CHF | 73 799 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,35 CHF | 1,36 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 70 803 CHF | 71 352 CHF | 99,90% | 99,90% |