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 | 1,17% | 1,81 CHF | 1,82 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 56 101 CHF | 56 624 CHF | 99,57% | 99,57% |
19/11/2024 | 1,29% | 1,99 CHF | 2,00 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 54 212 CHF | 54 736 CHF | 99,24% | 99,24% |
18/11/2024 | 1,07% | 1,71 CHF | 1,72 CHF | 68 000 | 68 000 | 30 452 | 30 452 | 51 539 CHF | 52 003 CHF | 99,90% | 99,90% |
15/11/2024 | 1,30% | 1,62 CHF | 1,63 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 46 170 CHF | 46 624 CHF | 91,62% | 91,62% |
14/11/2024 | 0,88% | 2,31 CHF | 2,33 CHF | 60 000 | 60 000 | 26 351 | 26 351 | 60 487 CHF | 61 003 CHF | 99,72% | 99,72% |
13/11/2024 | 0,77% | 2,20 CHF | 2,21 CHF | 60 000 | 60 000 | 28 223 | 28 223 | 58 263 CHF | 58 630 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 2,02 CHF | 2,03 CHF | 64 000 | 64 000 | 28 399 | 28 399 | 58 079 CHF | 58 448 CHF | 99,92% | 99,92% |
11/11/2024 | 0,82% | 2,08 CHF | 2,09 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 54 795 CHF | 55 151 CHF | 99,90% | 99,90% |
08/11/2024 | 0,70% | 2,29 CHF | 2,30 CHF | 60 000 | 60 000 | 27 957 | 27 957 | 62 193 CHF | 62 555 CHF | 97,44% | 97,44% |
07/11/2024 | 0,78% | 2,01 CHF | 2,02 CHF | 64 000 | 64 000 | 28 568 | 28 568 | 57 378 CHF | 57 749 CHF | 100,00% | 100,00% |