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 | 41 094 | 41 094 | 62 712 CHF | 63 245 CHF | 99,90% | 99,90% |
19/11/2024 | 0,96% | 1,59 CHF | 1,60 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 61 246 CHF | 61 750 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,59 CHF | 1,60 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 63 863 CHF | 64 395 CHF | 99,90% | 99,90% |
15/11/2024 | 0,99% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 58 365 CHF | 58 817 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,58 CHF | 1,59 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 64 242 CHF | 64 768 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 1,54 CHF | 1,55 CHF | 92 000 | 92 000 | 41 453 | 41 453 | 62 432 CHF | 62 967 CHF | 98,61% | 99,79% |
12/11/2024 | 0,97% | 1,53 CHF | 1,54 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 64 409 CHF | 64 937 CHF | 100,00% | 100,00% |
11/11/2024 | 2,25% | 1,62 CHF | 1,63 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 35 297 CHF | 35 968 CHF | 99,58% | 99,58% |
08/11/2024 | 1,10% | 1,46 CHF | 1,47 CHF | 94 000 | 94 000 | 42 847 | 42 847 | 61 035 CHF | 61 589 CHF | 98,53% | 98,53% |
07/11/2024 | 1,09% | 1,42 CHF | 1,43 CHF | 96 000 | 96 000 | 42 794 | 42 794 | 60 728 CHF | 61 283 CHF | 100,00% | 100,00% |