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 | 1,29% | 1,63 CHF | 1,64 CHF | 66 000 | 66 000 | 28 981 | 28 981 | 50 622 CHF | 51 144 CHF | 99,57% | 99,57% |
19/11/2024 | 1,44% | 1,81 CHF | 1,82 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 48 782 CHF | 49 306 CHF | 99,20% | 99,20% |
18/11/2024 | 1,20% | 1,52 CHF | 1,53 CHF | 68 000 | 68 000 | 30 453 | 30 453 | 45 775 CHF | 46 239 CHF | 99,90% | 99,90% |
15/11/2024 | 1,46% | 1,43 CHF | 1,44 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 40 887 CHF | 41 341 CHF | 91,62% | 91,62% |
14/11/2024 | 0,96% | 2,12 CHF | 2,14 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 55 486 CHF | 56 002 CHF | 99,72% | 99,72% |
13/11/2024 | 0,85% | 2,01 CHF | 2,02 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 52 950 CHF | 53 317 CHF | 99,93% | 99,93% |
12/11/2024 | 0,83% | 1,83 CHF | 1,84 CHF | 64 000 | 64 000 | 28 404 | 28 404 | 52 735 CHF | 53 104 CHF | 99,89% | 99,89% |
11/11/2024 | 0,90% | 1,89 CHF | 1,90 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 49 967 CHF | 50 323 CHF | 99,90% | 99,90% |
08/11/2024 | 0,77% | 2,11 CHF | 2,12 CHF | 60 000 | 60 000 | 27 955 | 27 955 | 57 003 CHF | 57 365 CHF | 97,38% | 97,38% |
07/11/2024 | 0,86% | 1,82 CHF | 1,83 CHF | 64 000 | 64 000 | 28 539 | 28 539 | 52 002 CHF | 52 372 CHF | 100,00% | 100,00% |