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 | 0,84% | 1,80 CHF | 1,81 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 75 155 CHF | 75 688 CHF | 99,90% | 99,90% |
19/11/2024 | 0,81% | 1,89 CHF | 1,90 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 72 770 CHF | 73 274 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,89 CHF | 1,90 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 76 273 CHF | 76 805 CHF | 99,90% | 99,90% |
15/11/2024 | 0,83% | 1,89 CHF | 1,90 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 69 545 CHF | 69 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,88 CHF | 1,89 CHF | 90 000 | 90 000 | 40 408 | 40 408 | 76 473 CHF | 76 999 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,84 CHF | 1,85 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 74 899 CHF | 75 434 CHF | 98,61% | 99,78% |
12/11/2024 | 0,82% | 1,83 CHF | 1,84 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 76 606 CHF | 77 134 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 1,92 CHF | 1,93 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 42 105 CHF | 42 775 CHF | 99,59% | 99,59% |
08/11/2024 | 0,91% | 1,76 CHF | 1,77 CHF | 94 000 | 94 000 | 42 843 | 42 843 | 73 742 CHF | 74 296 CHF | 98,55% | 98,55% |
07/11/2024 | 0,90% | 1,72 CHF | 1,73 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 73 444 CHF | 73 999 CHF | 100,00% | 100,00% |