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 | 1,44% | 1,44 CHF | 1,45 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 45 208 CHF | 45 730 CHF | 99,57% | 99,57% |
19/11/2024 | 1,62% | 1,62 CHF | 1,63 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 43 438 CHF | 43 962 CHF | 99,19% | 99,19% |
18/11/2024 | 1,37% | 1,34 CHF | 1,35 CHF | 68 000 | 68 000 | 30 383 | 30 383 | 40 073 CHF | 40 536 CHF | 99,90% | 99,90% |
15/11/2024 | 1,65% | 1,24 CHF | 1,25 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 35 746 CHF | 36 200 CHF | 91,62% | 91,62% |
14/11/2024 | 1,06% | 1,93 CHF | 1,95 CHF | 60 000 | 60 000 | 26 351 | 26 351 | 50 485 CHF | 51 001 CHF | 99,72% | 99,72% |
13/11/2024 | 0,95% | 1,82 CHF | 1,83 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 47 698 CHF | 48 065 CHF | 99,93% | 99,93% |
12/11/2024 | 0,92% | 1,64 CHF | 1,65 CHF | 64 000 | 64 000 | 28 408 | 28 408 | 47 506 CHF | 47 874 CHF | 99,88% | 99,88% |
11/11/2024 | 0,99% | 1,70 CHF | 1,71 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 45 171 CHF | 45 527 CHF | 99,90% | 99,90% |
08/11/2024 | 0,85% | 1,92 CHF | 1,93 CHF | 60 000 | 60 000 | 27 962 | 27 962 | 51 808 CHF | 52 170 CHF | 97,36% | 97,36% |
07/11/2024 | 0,96% | 1,64 CHF | 1,65 CHF | 64 000 | 64 000 | 28 568 | 28 568 | 46 798 CHF | 47 169 CHF | 100,00% | 100,00% |