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 | 0,94% | 1,60 CHF | 1,61 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 66 612 CHF | 67 144 CHF | 99,90% | 99,90% |
19/11/2024 | 0,91% | 1,69 CHF | 1,70 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 64 878 CHF | 65 382 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,68 CHF | 1,69 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 67 763 CHF | 68 295 CHF | 99,90% | 99,90% |
15/11/2024 | 0,93% | 1,68 CHF | 1,69 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 61 885 CHF | 62 336 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,68 CHF | 1,69 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 68 104 CHF | 68 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,63 CHF | 1,64 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 66 311 CHF | 66 847 CHF | 98,61% | 99,78% |
12/11/2024 | 0,92% | 1,62 CHF | 1,63 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 68 223 CHF | 68 751 CHF | 100,00% | 100,00% |
11/11/2024 | 2,12% | 1,71 CHF | 1,72 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 37 462 CHF | 38 133 CHF | 99,61% | 99,61% |
08/11/2024 | 1,03% | 1,56 CHF | 1,57 CHF | 94 000 | 94 000 | 42 696 | 42 696 | 64 748 CHF | 65 301 CHF | 99,33% | 99,33% |
07/11/2024 | 1,02% | 1,52 CHF | 1,53 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 64 736 CHF | 65 291 CHF | 100,00% | 100,00% |