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 | 1,23% | 1,72 CHF | 1,73 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 53 342 CHF | 53 865 CHF | 99,57% | 99,57% |
19/11/2024 | 1,36% | 1,90 CHF | 1,91 CHF | 64 000 | 64 000 | 28 829 | 28 829 | 51 496 CHF | 52 020 CHF | 99,24% | 99,24% |
18/11/2024 | 1,13% | 1,62 CHF | 1,63 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 48 665 CHF | 49 129 CHF | 99,90% | 99,90% |
15/11/2024 | 1,37% | 1,52 CHF | 1,53 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 43 535 CHF | 43 989 CHF | 91,62% | 91,62% |
14/11/2024 | 0,92% | 2,21 CHF | 2,23 CHF | 60 000 | 60 000 | 26 349 | 26 349 | 57 978 CHF | 58 494 CHF | 99,72% | 99,72% |
13/11/2024 | 0,81% | 2,11 CHF | 2,12 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 55 626 CHF | 55 993 CHF | 99,93% | 99,93% |
12/11/2024 | 0,79% | 1,92 CHF | 1,93 CHF | 64 000 | 64 000 | 28 405 | 28 405 | 55 456 CHF | 55 825 CHF | 99,93% | 99,93% |
11/11/2024 | 0,86% | 1,98 CHF | 1,99 CHF | 62 000 | 62 000 | 25 769 | 25 769 | 52 382 CHF | 52 739 CHF | 99,90% | 99,90% |
08/11/2024 | 0,73% | 2,20 CHF | 2,21 CHF | 60 000 | 60 000 | 27 948 | 27 948 | 59 568 CHF | 59 930 CHF | 97,44% | 97,44% |
07/11/2024 | 0,82% | 1,92 CHF | 1,93 CHF | 64 000 | 64 000 | 28 539 | 28 539 | 54 657 CHF | 55 027 CHF | 100,00% | 100,00% |