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 | 1,26% | 1,67 CHF | 1,68 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 51 894 CHF | 52 416 CHF | 99,57% | 99,57% |
19/11/2024 | 1,40% | 1,85 CHF | 1,86 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 50 064 CHF | 50 588 CHF | 99,20% | 99,20% |
18/11/2024 | 1,17% | 1,57 CHF | 1,58 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 47 196 CHF | 47 660 CHF | 99,90% | 99,90% |
15/11/2024 | 1,42% | 1,47 CHF | 1,48 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 42 191 CHF | 42 645 CHF | 91,62% | 91,62% |
14/11/2024 | 0,95% | 2,16 CHF | 2,18 CHF | 60 000 | 60 000 | 26 349 | 26 349 | 56 581 CHF | 57 097 CHF | 99,72% | 99,72% |
13/11/2024 | 0,83% | 2,05 CHF | 2,06 CHF | 60 000 | 60 000 | 28 223 | 28 223 | 54 174 CHF | 54 541 CHF | 99,93% | 99,93% |
12/11/2024 | 0,81% | 1,87 CHF | 1,88 CHF | 64 000 | 64 000 | 28 401 | 28 401 | 54 009 CHF | 54 378 CHF | 99,88% | 99,88% |
11/11/2024 | 0,88% | 1,93 CHF | 1,94 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 51 062 CHF | 51 418 CHF | 99,90% | 99,90% |
08/11/2024 | 0,75% | 2,15 CHF | 2,16 CHF | 60 000 | 60 000 | 27 963 | 27 963 | 58 161 CHF | 58 524 CHF | 97,36% | 97,36% |
07/11/2024 | 0,84% | 1,86 CHF | 1,87 CHF | 64 000 | 64 000 | 28 538 | 28 538 | 53 214 CHF | 53 584 CHF | 100,00% | 100,00% |