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 | 1,30% | 1,30 CHF | 1,31 CHF | 62 000 | 62 000 | 27 929 | 27 929 | 37 859 CHF | 38 283 CHF | 99,90% | 99,90% |
19/11/2024 | 1,24% | 1,39 CHF | 1,40 CHF | 61 000 | 61 000 | 26 906 | 26 906 | 38 238 CHF | 38 644 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 1,43 CHF | 1,44 CHF | 61 000 | 61 000 | 26 817 | 26 817 | 41 430 CHF | 41 914 CHF | 99,90% | 99,90% |
15/11/2024 | 1,42% | 1,62 CHF | 1,63 CHF | 59 000 | 59 000 | 23 479 | 23 479 | 38 320 CHF | 38 709 CHF | 99,45% | 99,45% |
14/11/2024 | 1,42% | 1,62 CHF | 1,63 CHF | 59 000 | 59 000 | 26 539 | 26 539 | 43 252 CHF | 43 734 CHF | 100,00% | 100,00% |
13/11/2024 | 1,42% | 1,63 CHF | 1,64 CHF | 59 000 | 59 000 | 26 540 | 26 540 | 43 574 CHF | 44 055 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 1,63 CHF | 1,64 CHF | 59 000 | 59 000 | 26 543 | 26 543 | 43 167 CHF | 43 648 CHF | 99,85% | 99,85% |
11/11/2024 | 1,46% | 1,63 CHF | 1,64 CHF | 59 000 | 59 000 | 26 463 | 26 463 | 42 716 CHF | 43 196 CHF | 99,55% | 99,55% |
08/11/2024 | 1,16% | 1,59 CHF | 1,60 CHF | 60 000 | 60 000 | 27 397 | 27 397 | 42 723 CHF | 43 139 CHF | 99,15% | 99,15% |
07/11/2024 | 1,22% | 1,57 CHF | 1,58 CHF | 60 000 | 60 000 | 26 094 | 26 094 | 40 996 CHF | 41 401 CHF | 99,90% | 99,90% |