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 | 1,44% | 1,35 CHF | 1,37 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 106 052 CHF | 107 588 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 1,35 CHF | 1,37 CHF | 77 000 | 77 000 | 77 142 | 77 142 | 104 451 CHF | 105 994 CHF | 99,87% | 99,87% |
18/11/2024 | 1,43% | 1,39 CHF | 1,41 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 106 636 CHF | 108 176 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 1,41 CHF | 1,43 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 109 193 CHF | 110 713 CHF | 100,00% | 100,00% |
14/11/2024 | 1,41% | 1,44 CHF | 1,46 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 107 793 CHF | 109 321 CHF | 100,00% | 100,00% |
13/11/2024 | 1,46% | 1,35 CHF | 1,37 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 104 797 CHF | 106 340 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 1,39 CHF | 1,41 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 110 141 CHF | 111 663 CHF | 99,89% | 99,89% |
11/11/2024 | 1,37% | 1,42 CHF | 1,44 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 109 843 CHF | 111 363 CHF | 100,00% | 100,00% |
08/11/2024 | 1,43% | 1,38 CHF | 1,40 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 106 604 CHF | 108 144 CHF | 98,89% | 98,89% |
07/11/2024 | 1,41% | 1,41 CHF | 1,43 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 107 799 CHF | 109 328 CHF | 100,00% | 100,00% |