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 | 1,00% | 1,50 CHF | 1,51 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 62 797 CHF | 63 330 CHF | 99,90% | 99,90% |
19/11/2024 | 0,96% | 1,59 CHF | 1,60 CHF | 92 000 | 92 000 | 38 255 | 38 255 | 61 307 CHF | 61 811 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,59 CHF | 1,60 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 63 947 CHF | 64 479 CHF | 99,90% | 99,90% |
15/11/2024 | 0,99% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 58 454 CHF | 58 906 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 64 306 CHF | 64 832 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 1,54 CHF | 1,55 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 62 480 CHF | 63 016 CHF | 98,61% | 99,78% |
12/11/2024 | 0,97% | 1,53 CHF | 1,54 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 64 473 CHF | 65 001 CHF | 100,00% | 100,00% |
11/11/2024 | 2,25% | 1,62 CHF | 1,63 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 35 341 CHF | 36 012 CHF | 99,54% | 99,54% |
08/11/2024 | 1,10% | 1,47 CHF | 1,48 CHF | 94 000 | 94 000 | 42 800 | 42 800 | 61 011 CHF | 61 565 CHF | 98,78% | 98,78% |
07/11/2024 | 1,09% | 1,42 CHF | 1,43 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 60 791 CHF | 61 346 CHF | 100,00% | 100,00% |