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 | 1,25% | 1,47 CHF | 1,48 CHF | 128 000 | 128 000 | 57 249 | 57 249 | 82 560 CHF | 83 428 CHF | 99,90% | 99,90% |
19/11/2024 | 1,25% | 1,46 CHF | 1,47 CHF | 128 000 | 128 000 | 57 408 | 57 408 | 82 234 CHF | 83 103 CHF | 99,86% | 99,86% |
18/11/2024 | 1,24% | 1,47 CHF | 1,48 CHF | 128 000 | 128 000 | 57 246 | 57 246 | 82 786 CHF | 83 653 CHF | 99,90% | 99,90% |
15/11/2024 | 1,12% | 1,53 CHF | 1,54 CHF | 126 000 | 126 000 | 55 507 | 55 507 | 87 484 CHF | 88 322 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 1,63 CHF | 1,64 CHF | 122 000 | 122 000 | 54 458 | 54 458 | 89 402 CHF | 90 226 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 1,66 CHF | 1,67 CHF | 122 000 | 122 000 | 53 789 | 53 789 | 91 294 CHF | 92 107 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 1,81 CHF | 1,82 CHF | 118 000 | 118 000 | 52 510 | 52 510 | 96 369 CHF | 97 163 CHF | 99,88% | 99,88% |
11/11/2024 | 0,98% | 1,90 CHF | 1,91 CHF | 116 000 | 116 000 | 52 680 | 52 680 | 97 527 CHF | 98 328 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,78 CHF | 1,79 CHF | 120 000 | 120 000 | 53 504 | 53 504 | 97 407 CHF | 98 216 CHF | 98,89% | 98,89% |
07/11/2024 | 1,85% | 1,81 CHF | 1,82 CHF | 118 000 | 118 000 | 39 348 | 39 348 | 69 124 CHF | 69 863 CHF | 99,98% | 99,98% |