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 | 0,90% | 1,68 CHF | 1,69 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 70 125 CHF | 70 658 CHF | 99,90% | 99,90% |
19/11/2024 | 0,87% | 1,77 CHF | 1,78 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 68 140 CHF | 68 644 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,77 CHF | 1,78 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 71 264 CHF | 71 796 CHF | 99,90% | 99,90% |
15/11/2024 | 0,89% | 1,76 CHF | 1,77 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 65 035 CHF | 65 486 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,76 CHF | 1,77 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 71 545 CHF | 72 071 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 1,72 CHF | 1,73 CHF | 92 000 | 92 000 | 41 453 | 41 453 | 69 878 CHF | 70 413 CHF | 98,61% | 99,79% |
12/11/2024 | 0,87% | 1,71 CHF | 1,72 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 71 675 CHF | 72 202 CHF | 100,00% | 100,00% |
11/11/2024 | 2,01% | 1,80 CHF | 1,81 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 39 369 CHF | 40 039 CHF | 99,57% | 99,57% |
08/11/2024 | 0,97% | 1,64 CHF | 1,65 CHF | 94 000 | 94 000 | 42 849 | 42 849 | 68 642 CHF | 69 196 CHF | 98,52% | 98,52% |
07/11/2024 | 0,97% | 1,60 CHF | 1,61 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 68 319 CHF | 68 874 CHF | 100,00% | 100,00% |