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 | 1,90% | 1,08 CHF | 1,10 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 80 162 CHF | 81 699 CHF | 100,00% | 100,00% |
19/11/2024 | 1,85% | 1,07 CHF | 1,09 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 82 567 CHF | 84 110 CHF | 99,90% | 99,90% |
18/11/2024 | 1,90% | 1,03 CHF | 1,05 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 80 053 CHF | 81 592 CHF | 100,00% | 100,00% |
15/11/2024 | 1,99% | 1,02 CHF | 1,04 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 75 481 CHF | 77 001 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,99 CHF | 1,01 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 77 913 CHF | 79 441 CHF | 100,00% | 100,00% |
13/11/2024 | 1,85% | 1,08 CHF | 1,10 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 82 776 CHF | 84 319 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 1,04 CHF | 1,06 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 75 104 CHF | 76 626 CHF | 99,89% | 99,89% |
11/11/2024 | 2,00% | 1,01 CHF | 1,03 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 75 192 CHF | 76 713 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 1,05 CHF | 1,07 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 81 091 CHF | 82 631 CHF | 98,96% | 98,96% |
07/11/2024 | 1,93% | 1,02 CHF | 1,04 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 78 661 CHF | 80 190 CHF | 100,00% | 100,00% |