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 | 0,60% | 1,68 CHF | 1,69 CHF | 102 000 | 102 000 | 40 246 | 40 246 | 68 545 CHF | 68 950 CHF | 99,76% | 99,76% |
19/11/2024 | 0,65% | 1,66 CHF | 1,67 CHF | 104 000 | 104 000 | 41 862 | 41 862 | 66 247 CHF | 66 667 CHF | 99,97% | 99,97% |
18/11/2024 | 0,67% | 1,59 CHF | 1,60 CHF | 104 000 | 104 000 | 40 620 | 40 620 | 61 784 CHF | 62 191 CHF | 99,89% | 99,89% |
15/11/2024 | 0,58% | 1,58 CHF | 1,59 CHF | 104 000 | 104 000 | 40 306 | 40 306 | 68 329 CHF | 68 733 CHF | 99,22% | 99,22% |
14/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 98 000 | 98 000 | 38 908 | 38 908 | 74 589 CHF | 74 978 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 39 021 | 39 021 | 76 575 CHF | 76 966 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 2,05 CHF | 2,06 CHF | 98 000 | 98 000 | 36 007 | 36 007 | 75 296 CHF | 75 663 CHF | 95,89% | 99,82% |
11/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 96 000 | 96 000 | 36 715 | 36 715 | 82 120 CHF | 82 488 CHF | 99,59% | 99,59% |
08/11/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 94 000 | 94 000 | 36 251 | 36 251 | 85 765 CHF | 86 128 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 2,54 CHF | 2,55 CHF | 90 000 | 90 000 | 28 567 | 28 567 | 66 142 CHF | 66 514 CHF | 98,05% | 98,05% |