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 | 1,71% | 1,19 CHF | 1,20 CHF | 66 000 | 66 000 | 28 980 | 28 980 | 37 958 CHF | 38 481 CHF | 99,57% | 99,57% |
19/11/2024 | 1,95% | 1,37 CHF | 1,38 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 36 265 CHF | 36 789 CHF | 99,18% | 99,18% |
18/11/2024 | 1,69% | 1,09 CHF | 1,10 CHF | 68 000 | 68 000 | 30 383 | 30 383 | 32 478 CHF | 32 942 CHF | 99,90% | 99,90% |
15/11/2024 | 2,02% | 0,99 CHF | 1,00 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 28 775 CHF | 29 229 CHF | 91,62% | 91,62% |
14/11/2024 | 1,22% | 1,68 CHF | 1,70 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 43 892 CHF | 44 407 CHF | 99,72% | 99,72% |
13/11/2024 | 1,12% | 1,57 CHF | 1,58 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 40 687 CHF | 41 054 CHF | 99,93% | 99,93% |
12/11/2024 | 1,08% | 1,39 CHF | 1,40 CHF | 64 000 | 64 000 | 28 409 | 28 409 | 40 443 CHF | 40 812 CHF | 99,86% | 99,86% |
11/11/2024 | 1,15% | 1,46 CHF | 1,47 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 38 781 CHF | 39 138 CHF | 99,90% | 99,90% |
08/11/2024 | 0,98% | 1,68 CHF | 1,69 CHF | 60 000 | 60 000 | 27 965 | 27 965 | 44 961 CHF | 45 323 CHF | 97,35% | 97,35% |
07/11/2024 | 1,13% | 1,39 CHF | 1,40 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 39 776 CHF | 40 146 CHF | 100,00% | 100,00% |