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 | 1,98% | 0,78 CHF | 0,79 CHF | 194 000 | 194 000 | 86 912 | 86 912 | 67 629 CHF | 68 758 CHF | 99,90% | 99,90% |
19/11/2024 | 1,95% | 0,78 CHF | 0,79 CHF | 196 000 | 196 000 | 86 982 | 86 982 | 68 938 CHF | 70 068 CHF | 100,00% | 100,00% |
18/11/2024 | 1,79% | 0,84 CHF | 0,85 CHF | 192 000 | 192 000 | 85 335 | 85 335 | 72 533 CHF | 73 641 CHF | 99,90% | 99,90% |
15/11/2024 | 1,89% | 0,82 CHF | 0,83 CHF | 192 000 | 192 000 | 91 172 | 91 172 | 79 402 CHF | 80 551 CHF | 58,03% | 98,39% |
14/11/2024 | - | 0,95 CHF | - CHF | 186 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 1,49% | 0,98 CHF | 0,99 CHF | 186 000 | 186 000 | 81 311 | 81 311 | 82 724 CHF | 83 770 CHF | 100,00% | 100,00% |
12/11/2024 | 1,50% | 0,99 CHF | 1,00 CHF | 186 000 | 186 000 | 82 115 | 82 115 | 84 129 CHF | 85 193 CHF | 100,00% | 100,00% |
11/11/2024 | 1,52% | 1,15 CHF | 1,16 CHF | 178 000 | 178 000 | 75 296 | 75 296 | 89 034 CHF | 90 044 CHF | 99,90% | 99,90% |
08/11/2024 | 1,36% | 1,09 CHF | 1,10 CHF | 182 000 | 182 000 | 79 274 | 79 274 | 91 636 CHF | 92 665 CHF | 99,18% | 99,18% |
07/11/2024 | 1,18% | 1,34 CHF | 1,35 CHF | 172 000 | 172 000 | 77 384 | 77 384 | 102 117 CHF | 103 124 CHF | 100,00% | 100,00% |