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 | 1,06% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 67 522 | 67 522 | 64 319 CHF | 64 996 CHF | 99,91% | 99,91% |
19/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 152 000 | 152 000 | 67 625 | 67 625 | 64 413 CHF | 65 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 65 042 | 65 042 | 68 204 CHF | 68 856 CHF | 99,64% | 99,64% |
15/11/2024 | 1,22% | 1,01 CHF | 1,02 CHF | 150 000 | 150 000 | 49 864 | 49 864 | 46 033 CHF | 46 533 CHF | 98,90% | 98,90% |
14/11/2024 | 1,57% | 0,90 CHF | 0,91 CHF | 152 000 | 152 000 | 70 870 | 70 870 | 66 931 CHF | 67 650 CHF | 54,08% | 95,08% |
13/11/2024 | - | 0,48 CHF | - CHF | 168 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,42 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,42 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,36 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,38 CHF | - CHF | 174 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,86% |