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 | 1,85% | 1,08 CHF | 1,09 CHF | 26 000 | 26 000 | 17 402 | 17 402 | 18 225 CHF | 18 533 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 1,04 CHF | 1,05 CHF | 31 000 | 31 000 | 20 351 | 20 351 | 19 231 CHF | 19 589 CHF | 99,97% | 99,97% |
18/11/2024 | 1,93% | 1,03 CHF | 1,04 CHF | 27 000 | 27 000 | 17 435 | 17 435 | 17 187 CHF | 17 495 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 1,02 CHF | 1,03 CHF | 32 000 | 32 000 | 20 782 | 20 782 | 19 572 CHF | 19 948 CHF | 72,10% | 72,10% |
14/11/2024 | 2,25% | 0,81 CHF | 0,82 CHF | 30 000 | 30 000 | 20 007 | 20 007 | 16 725 CHF | 17 080 CHF | 100,00% | 100,00% |
13/11/2024 | 1,70% | 1,04 CHF | 1,05 CHF | 24 000 | 24 000 | 16 436 | 16 436 | 18 213 CHF | 18 505 CHF | 99,67% | 99,67% |
12/11/2024 | 1,94% | 1,15 CHF | 1,16 CHF | 31 000 | 31 000 | 20 231 | 20 231 | 20 435 CHF | 20 792 CHF | 99,96% | 99,96% |
11/11/2024 | 2,52% | 0,90 CHF | 0,91 CHF | 40 000 | 40 000 | 25 678 | 25 678 | 19 767 CHF | 20 220 CHF | 99,82% | 99,82% |
08/11/2024 | 2,64% | 0,69 CHF | 0,70 CHF | 38 000 | 38 000 | 25 921 | 25 921 | 18 714 CHF | 19 173 CHF | 99,79% | 99,79% |
07/11/2024 | 2,07% | 0,76 CHF | 0,77 CHF | 27 000 | 27 000 | 18 119 | 18 119 | 16 212 CHF | 16 533 CHF | 99,98% | 99,98% |