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 | 1,58% | 0,93 CHF | 0,94 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 39 405 CHF | 39 938 CHF | 99,90% | 99,90% |
19/11/2024 | 1,49% | 1,03 CHF | 1,04 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 39 592 CHF | 40 096 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 1,02 CHF | 1,03 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 40 536 CHF | 41 068 CHF | 99,90% | 99,90% |
15/11/2024 | 1,55% | 1,01 CHF | 1,02 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 37 433 CHF | 37 884 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 1,01 CHF | 1,02 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 41 239 CHF | 41 765 CHF | 100,00% | 100,00% |
13/11/2024 | 1,65% | 0,97 CHF | 0,98 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 38 956 CHF | 39 492 CHF | 98,61% | 99,78% |
12/11/2024 | 1,50% | 0,96 CHF | 0,97 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 41 464 CHF | 41 992 CHF | 100,00% | 100,00% |
11/11/2024 | 3,57% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 22 702 | 22 702 | 22 532 CHF | 23 202 CHF | 99,56% | 99,56% |
08/11/2024 | 1,82% | 0,91 CHF | 0,92 CHF | 94 000 | 94 000 | 42 850 | 42 850 | 37 099 CHF | 37 653 CHF | 98,51% | 98,51% |
07/11/2024 | 1,79% | 0,86 CHF | 0,87 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 36 811 CHF | 37 366 CHF | 100,00% | 100,00% |