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 | 0,71% | 1,41 CHF | 1,42 CHF | 86 000 | 86 000 | 84 982 | 84 982 | 119 095 CHF | 119 945 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 84 000 | 84 000 | 85 480 | 85 480 | 120 007 CHF | 120 862 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 84 000 | 84 000 | 83 816 | 83 816 | 115 629 CHF | 116 467 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 84 000 | 84 000 | 82 607 | 82 607 | 113 518 CHF | 114 344 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 84 000 | 84 000 | 84 269 | 84 269 | 117 457 CHF | 118 300 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 116 714 CHF | 117 554 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 84 000 | 84 000 | 82 655 | 82 655 | 113 530 CHF | 114 356 CHF | 99,85% | 99,85% |
11/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 80 000 | 80 000 | 79 966 | 79 966 | 105 643 CHF | 106 442 CHF | 99,65% | 99,65% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 80 000 | 80 000 | 79 985 | 79 985 | 106 337 CHF | 107 137 CHF | 98,74% | 98,74% |
07/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 78 000 | 78 000 | 77 685 | 77 685 | 100 593 CHF | 101 370 CHF | 99,44% | 99,44% |