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 | 1,32% | 1,58 CHF | 1,59 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 49 362 CHF | 49 885 CHF | 99,57% | 99,57% |
19/11/2024 | 1,48% | 1,76 CHF | 1,77 CHF | 64 000 | 64 000 | 28 829 | 28 829 | 47 526 CHF | 48 050 CHF | 99,18% | 99,18% |
18/11/2024 | 1,24% | 1,48 CHF | 1,49 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 44 510 CHF | 44 974 CHF | 99,90% | 99,90% |
15/11/2024 | 1,50% | 1,39 CHF | 1,40 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 39 725 CHF | 40 179 CHF | 91,62% | 91,62% |
14/11/2024 | 0,99% | 2,07 CHF | 2,09 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 54 259 CHF | 54 775 CHF | 99,72% | 99,72% |
13/11/2024 | 0,87% | 1,97 CHF | 1,98 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 51 699 CHF | 52 066 CHF | 99,93% | 99,93% |
12/11/2024 | 0,85% | 1,78 CHF | 1,79 CHF | 64 000 | 64 000 | 28 402 | 28 402 | 51 503 CHF | 51 872 CHF | 99,86% | 99,86% |
11/11/2024 | 0,92% | 1,85 CHF | 1,86 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 48 809 CHF | 49 166 CHF | 99,90% | 99,90% |
08/11/2024 | 0,79% | 2,06 CHF | 2,07 CHF | 60 000 | 60 000 | 27 961 | 27 961 | 55 723 CHF | 56 086 CHF | 97,39% | 97,39% |
07/11/2024 | 0,88% | 1,78 CHF | 1,79 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 50 808 CHF | 51 179 CHF | 100,00% | 100,00% |