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 | 0,89% | 1,69 CHF | 1,70 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 70 425 CHF | 70 958 CHF | 99,90% | 99,90% |
19/11/2024 | 0,86% | 1,78 CHF | 1,79 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 68 417 CHF | 68 921 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,78 CHF | 1,79 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 71 596 CHF | 72 129 CHF | 99,90% | 99,90% |
15/11/2024 | 0,88% | 1,77 CHF | 1,78 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 65 278 CHF | 65 729 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,77 CHF | 1,78 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 71 864 CHF | 72 390 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,72 CHF | 1,73 CHF | 92 000 | 92 000 | 41 486 | 41 486 | 70 195 CHF | 70 731 CHF | 98,45% | 99,63% |
12/11/2024 | 0,87% | 1,71 CHF | 1,72 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 71 954 CHF | 72 482 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 1,81 CHF | 1,82 CHF | 90 000 | 90 000 | 22 702 | 22 702 | 39 552 CHF | 40 223 CHF | 99,58% | 99,58% |
08/11/2024 | 0,97% | 1,65 CHF | 1,66 CHF | 94 000 | 94 000 | 42 845 | 42 845 | 68 900 CHF | 69 454 CHF | 98,54% | 98,54% |
07/11/2024 | 0,96% | 1,61 CHF | 1,62 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 68 637 CHF | 69 192 CHF | 100,00% | 100,00% |