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 | 1,60% | 0,92 CHF | 0,93 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 38 706 CHF | 39 239 CHF | 99,90% | 99,90% |
19/11/2024 | 1,51% | 1,01 CHF | 1,02 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 38 981 CHF | 39 485 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 1,01 CHF | 1,02 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 39 873 CHF | 40 406 CHF | 99,90% | 99,90% |
15/11/2024 | 1,57% | 1,00 CHF | 1,01 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 36 850 CHF | 37 302 CHF | 100,00% | 100,00% |
14/11/2024 | 1,53% | 1,00 CHF | 1,01 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 40 585 CHF | 41 111 CHF | 100,00% | 100,00% |
13/11/2024 | 1,68% | 0,95 CHF | 0,96 CHF | 92 000 | 92 000 | 41 453 | 41 453 | 38 269 CHF | 38 805 CHF | 98,61% | 99,78% |
12/11/2024 | 1,52% | 0,95 CHF | 0,96 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 40 846 CHF | 41 373 CHF | 100,00% | 100,00% |
11/11/2024 | 3,63% | 1,04 CHF | 1,05 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 22 154 CHF | 22 825 CHF | 99,61% | 99,61% |
08/11/2024 | 1,85% | 0,89 CHF | 0,90 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 36 290 CHF | 36 843 CHF | 99,33% | 99,33% |
07/11/2024 | 1,82% | 0,85 CHF | 0,86 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 36 134 CHF | 36 689 CHF | 100,00% | 100,00% |