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 | 1,18% | 1,80 CHF | 1,81 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 55 774 CHF | 56 297 CHF | 99,57% | 99,57% |
19/11/2024 | 1,30% | 1,98 CHF | 1,99 CHF | 64 000 | 64 000 | 28 831 | 28 831 | 53 892 CHF | 54 416 CHF | 99,17% | 99,17% |
18/11/2024 | 1,07% | 1,70 CHF | 1,71 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 51 249 CHF | 51 713 CHF | 99,90% | 99,90% |
15/11/2024 | 1,31% | 1,61 CHF | 1,62 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 45 923 CHF | 46 376 CHF | 91,62% | 91,62% |
14/11/2024 | 0,89% | 2,29 CHF | 2,31 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 60 103 CHF | 60 619 CHF | 99,72% | 99,72% |
13/11/2024 | 0,78% | 2,19 CHF | 2,20 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 57 926 CHF | 58 293 CHF | 99,93% | 99,93% |
12/11/2024 | 0,76% | 2,00 CHF | 2,01 CHF | 64 000 | 64 000 | 28 404 | 28 404 | 57 763 CHF | 58 132 CHF | 99,85% | 99,85% |
11/11/2024 | 0,83% | 2,06 CHF | 2,07 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 54 464 CHF | 54 821 CHF | 99,90% | 99,90% |
08/11/2024 | 0,71% | 2,28 CHF | 2,29 CHF | 60 000 | 60 000 | 27 962 | 27 962 | 61 814 CHF | 62 176 CHF | 97,37% | 97,37% |
07/11/2024 | 0,79% | 2,00 CHF | 2,01 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 57 035 CHF | 57 406 CHF | 100,00% | 100,00% |