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 | 0,93% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 67 514 | 67 514 | 74 030 CHF | 74 706 CHF | 99,90% | 99,90% |
19/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 152 000 | 152 000 | 67 626 | 67 626 | 74 144 CHF | 74 822 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 65 034 | 65 034 | 77 609 CHF | 78 261 CHF | 99,63% | 99,63% |
15/11/2024 | 1,04% | 1,15 CHF | 1,16 CHF | 150 000 | 150 000 | 49 861 | 49 861 | 53 256 CHF | 53 756 CHF | 98,89% | 98,89% |
14/11/2024 | 1,53% | 1,04 CHF | 1,05 CHF | 152 000 | 152 000 | 63 597 | 63 597 | 68 649 CHF | 69 309 CHF | 62,31% | 95,12% |
13/11/2024 | - | 0,62 CHF | - CHF | 168 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,57 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,56 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,51 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,52 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |