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 | 50 981 CHF | 51 596 CHF | 99,90% | 99,90% |
19/11/2024 | 1,48% | 1,20 CHF | 1,21 CHF | 92 000 | 92 000 | 40 989 | 40 989 | 49 265 CHF | 49 886 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 1,22 CHF | 1,23 CHF | 91 000 | 91 000 | 40 847 | 40 847 | 49 337 CHF | 49 956 CHF | 99,90% | 99,90% |
15/11/2024 | 1,42% | 1,19 CHF | 1,20 CHF | 91 000 | 91 000 | 40 557 | 40 557 | 50 458 CHF | 51 072 CHF | 99,90% | 99,90% |
14/11/2024 | 1,35% | 1,28 CHF | 1,29 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 52 671 CHF | 53 282 CHF | 100,00% | 100,00% |
13/11/2024 | 1,35% | 1,31 CHF | 1,32 CHF | 90 000 | 90 000 | 40 402 | 40 402 | 53 168 CHF | 53 780 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 1,35 CHF | 1,36 CHF | 89 000 | 89 000 | 40 196 | 40 196 | 54 233 CHF | 54 843 CHF | 99,85% | 99,85% |
11/11/2024 | 1,29% | 1,36 CHF | 1,37 CHF | 89 000 | 89 000 | 40 173 | 40 173 | 55 383 CHF | 55 993 CHF | 99,59% | 99,59% |
08/11/2024 | 1,31% | 1,38 CHF | 1,39 CHF | 89 000 | 89 000 | 40 374 | 40 374 | 55 451 CHF | 56 063 CHF | 99,23% | 99,23% |
07/11/2024 | 1,30% | 1,37 CHF | 1,38 CHF | 90 000 | 90 000 | 40 306 | 40 306 | 55 559 CHF | 56 171 CHF | 99,89% | 99,89% |