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 | 1,41% | 1,22 CHF | 1,23 CHF | 91 000 | 91 000 | 40 582 | 40 582 | 50 975 CHF | 51 589 CHF | 99,90% | 99,90% |
19/11/2024 | 1,48% | 1,20 CHF | 1,21 CHF | 92 000 | 92 000 | 40 989 | 40 989 | 49 255 CHF | 49 876 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 1,22 CHF | 1,23 CHF | 91 000 | 91 000 | 40 847 | 40 847 | 49 365 CHF | 49 984 CHF | 99,90% | 99,90% |
15/11/2024 | 1,42% | 1,19 CHF | 1,20 CHF | 91 000 | 91 000 | 40 557 | 40 557 | 50 449 CHF | 51 063 CHF | 99,90% | 99,90% |
14/11/2024 | 1,35% | 1,29 CHF | 1,30 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 52 710 CHF | 53 322 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 1,31 CHF | 1,32 CHF | 90 000 | 90 000 | 40 403 | 40 403 | 53 218 CHF | 53 830 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 1,35 CHF | 1,36 CHF | 89 000 | 89 000 | 40 195 | 40 195 | 54 274 CHF | 54 884 CHF | 99,85% | 99,85% |
11/11/2024 | 1,29% | 1,36 CHF | 1,37 CHF | 89 000 | 89 000 | 40 171 | 40 171 | 55 393 CHF | 56 003 CHF | 99,63% | 99,63% |
08/11/2024 | 1,31% | 1,38 CHF | 1,39 CHF | 89 000 | 89 000 | 40 240 | 40 240 | 55 330 CHF | 55 941 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 1,37 CHF | 1,38 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 55 585 CHF | 56 197 CHF | 99,89% | 99,89% |