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 | 0,82% | 1,28 CHF | 1,29 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 44 741 CHF | 45 099 CHF | 99,90% | 99,90% |
19/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 65 000 | 65 000 | 35 867 | 35 867 | 43 643 CHF | 44 003 CHF | 98,91% | 98,91% |
18/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 65 000 | 65 000 | 35 735 | 35 735 | 40 752 CHF | 41 111 CHF | 99,58% | 99,58% |
15/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 39 719 CHF | 40 078 CHF | 99,89% | 99,89% |
14/11/2024 | 0,95% | 1,13 CHF | 1,14 CHF | 65 000 | 65 000 | 36 268 | 36 268 | 39 215 CHF | 39 579 CHF | 98,82% | 98,82% |
13/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 40 836 CHF | 41 195 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 65 000 | 65 000 | 33 382 | 33 382 | 38 197 CHF | 38 532 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 65 000 | 65 000 | 35 511 | 35 511 | 45 092 CHF | 45 451 CHF | 99,93% | 99,93% |
08/11/2024 | 1,43% | 1,34 CHF | 1,35 CHF | 65 000 | 65 000 | 24 622 | 24 622 | 32 957 CHF | 33 227 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 60 000 | 60 000 | 28 764 | 28 764 | 38 795 CHF | 39 084 CHF | 98,68% | 98,68% |