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 | 1,41% | 1,48 CHF | 1,49 CHF | 66 000 | 66 000 | 28 979 | 28 979 | 46 319 CHF | 46 842 CHF | 99,57% | 99,57% |
19/11/2024 | 1,58% | 1,66 CHF | 1,67 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 44 529 CHF | 45 053 CHF | 99,24% | 99,24% |
18/11/2024 | 1,33% | 1,37 CHF | 1,38 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 41 291 CHF | 41 755 CHF | 99,90% | 99,90% |
15/11/2024 | 1,61% | 1,28 CHF | 1,29 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 36 764 CHF | 37 218 CHF | 91,62% | 91,62% |
14/11/2024 | 1,04% | 1,97 CHF | 1,99 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 51 594 CHF | 52 110 CHF | 99,72% | 99,72% |
13/11/2024 | 0,93% | 1,86 CHF | 1,87 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 48 812 CHF | 49 179 CHF | 99,93% | 99,93% |
12/11/2024 | 0,90% | 1,68 CHF | 1,69 CHF | 64 000 | 64 000 | 28 404 | 28 404 | 48 627 CHF | 48 996 CHF | 99,93% | 99,93% |
11/11/2024 | 0,97% | 1,74 CHF | 1,75 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 46 209 CHF | 46 566 CHF | 99,90% | 99,90% |
08/11/2024 | 0,83% | 1,96 CHF | 1,97 CHF | 60 000 | 60 000 | 27 946 | 27 946 | 52 923 CHF | 53 285 CHF | 97,44% | 97,44% |
07/11/2024 | 0,94% | 1,68 CHF | 1,69 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 47 919 CHF | 48 289 CHF | 100,00% | 100,00% |