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 | 0,57% | 1,78 CHF | 1,79 CHF | 102 000 | 102 000 | 40 241 | 40 241 | 72 294 CHF | 72 699 CHF | 99,75% | 99,75% |
19/11/2024 | 0,62% | 1,76 CHF | 1,77 CHF | 104 000 | 104 000 | 41 861 | 41 861 | 70 134 CHF | 70 553 CHF | 99,97% | 99,97% |
18/11/2024 | 0,63% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 40 614 | 40 614 | 65 532 CHF | 65 939 CHF | 99,88% | 99,88% |
15/11/2024 | 0,55% | 1,67 CHF | 1,68 CHF | 104 000 | 104 000 | 40 306 | 40 306 | 72 103 CHF | 72 507 CHF | 99,22% | 99,22% |
14/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 98 000 | 98 000 | 38 909 | 38 909 | 78 234 CHF | 78 624 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 39 023 | 39 023 | 80 212 CHF | 80 603 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 2,14 CHF | 2,15 CHF | 98 000 | 98 000 | 36 006 | 36 006 | 78 637 CHF | 79 004 CHF | 95,89% | 99,82% |
11/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 96 000 | 96 000 | 36 713 | 36 713 | 85 507 CHF | 85 874 CHF | 99,59% | 99,59% |
08/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 94 000 | 94 000 | 36 252 | 36 252 | 89 093 CHF | 89 456 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 2,63 CHF | 2,64 CHF | 90 000 | 90 000 | 28 566 | 28 566 | 68 763 CHF | 69 135 CHF | 98,05% | 98,05% |