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 | 0,85% | 1,77 CHF | 1,78 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 73 818 CHF | 74 351 CHF | 99,90% | 99,90% |
19/11/2024 | 0,83% | 1,86 CHF | 1,87 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 71 560 CHF | 72 065 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,86 CHF | 1,87 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 74 956 CHF | 75 489 CHF | 99,90% | 99,90% |
15/11/2024 | 0,84% | 1,85 CHF | 1,86 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 68 353 CHF | 68 804 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,85 CHF | 1,86 CHF | 90 000 | 90 000 | 40 408 | 40 408 | 75 184 CHF | 75 710 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 1,81 CHF | 1,82 CHF | 92 000 | 92 000 | 41 451 | 41 451 | 73 583 CHF | 74 119 CHF | 98,61% | 99,79% |
12/11/2024 | 0,83% | 1,80 CHF | 1,81 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 75 305 CHF | 75 833 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 1,89 CHF | 1,90 CHF | 90 000 | 90 000 | 22 702 | 22 702 | 41 396 CHF | 42 066 CHF | 99,57% | 99,57% |
08/11/2024 | 0,92% | 1,73 CHF | 1,74 CHF | 94 000 | 94 000 | 42 848 | 42 848 | 72 410 CHF | 72 964 CHF | 98,53% | 98,53% |
07/11/2024 | 0,92% | 1,69 CHF | 1,70 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 72 126 CHF | 72 681 CHF | 100,00% | 100,00% |