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 | 0,95% | 1,59 CHF | 1,60 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 66 422 CHF | 66 955 CHF | 99,90% | 99,90% |
19/11/2024 | 0,91% | 1,68 CHF | 1,69 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 64 677 CHF | 65 181 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,68 CHF | 1,69 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 67 557 CHF | 68 090 CHF | 99,90% | 99,90% |
15/11/2024 | 0,93% | 1,67 CHF | 1,68 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 61 684 CHF | 62 135 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,67 CHF | 1,68 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 67 887 CHF | 68 413 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,63 CHF | 1,64 CHF | 92 000 | 92 000 | 41 453 | 41 453 | 66 144 CHF | 66 679 CHF | 98,61% | 99,79% |
12/11/2024 | 0,92% | 1,62 CHF | 1,63 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 68 024 CHF | 68 551 CHF | 100,00% | 100,00% |
11/11/2024 | 2,13% | 1,71 CHF | 1,72 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 37 330 CHF | 38 001 CHF | 99,55% | 99,55% |
08/11/2024 | 1,03% | 1,55 CHF | 1,56 CHF | 94 000 | 94 000 | 42 798 | 42 798 | 64 752 CHF | 65 305 CHF | 98,79% | 98,79% |
07/11/2024 | 1,02% | 1,51 CHF | 1,52 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 64 497 CHF | 65 052 CHF | 100,00% | 100,00% |