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 | 1,39% | 1,33 CHF | 1,34 CHF | 128 000 | 128 000 | 57 247 | 57 247 | 74 325 CHF | 75 192 CHF | 99,90% | 99,90% |
19/11/2024 | 1,38% | 1,31 CHF | 1,32 CHF | 128 000 | 128 000 | 57 407 | 57 407 | 74 030 CHF | 74 899 CHF | 99,87% | 99,87% |
18/11/2024 | 1,38% | 1,32 CHF | 1,33 CHF | 128 000 | 128 000 | 57 244 | 57 244 | 74 538 CHF | 75 405 CHF | 99,90% | 99,90% |
15/11/2024 | 1,23% | 1,38 CHF | 1,39 CHF | 126 000 | 126 000 | 55 511 | 55 511 | 79 404 CHF | 80 243 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 1,49 CHF | 1,50 CHF | 122 000 | 122 000 | 54 457 | 54 457 | 81 509 CHF | 82 332 CHF | 100,00% | 100,00% |
13/11/2024 | 1,14% | 1,52 CHF | 1,53 CHF | 122 000 | 122 000 | 53 788 | 53 788 | 83 533 CHF | 84 345 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 1,67 CHF | 1,68 CHF | 118 000 | 118 000 | 52 506 | 52 506 | 88 699 CHF | 89 492 CHF | 99,89% | 99,89% |
11/11/2024 | 1,07% | 1,75 CHF | 1,76 CHF | 116 000 | 116 000 | 52 680 | 52 680 | 89 827 CHF | 90 628 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 1,63 CHF | 1,64 CHF | 120 000 | 120 000 | 53 497 | 53 497 | 89 700 CHF | 90 509 CHF | 98,93% | 98,93% |
07/11/2024 | 2,02% | 1,67 CHF | 1,68 CHF | 118 000 | 118 000 | 39 349 | 39 349 | 63 417 CHF | 64 156 CHF | 99,98% | 99,98% |