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 | 1,28% | 1,16 CHF | 1,17 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 48 597 CHF | 49 130 CHF | 99,90% | 99,90% |
19/11/2024 | 1,22% | 1,25 CHF | 1,26 CHF | 92 000 | 92 000 | 38 249 | 38 249 | 48 159 CHF | 48 664 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 1,25 CHF | 1,26 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 49 799 CHF | 50 331 CHF | 99,90% | 99,90% |
15/11/2024 | 1,27% | 1,24 CHF | 1,25 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 45 719 CHF | 46 170 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 1,24 CHF | 1,25 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 50 364 CHF | 50 889 CHF | 100,00% | 100,00% |
13/11/2024 | 1,33% | 1,19 CHF | 1,20 CHF | 92 000 | 92 000 | 41 457 | 41 457 | 48 215 CHF | 48 751 CHF | 98,61% | 99,78% |
12/11/2024 | 1,23% | 1,19 CHF | 1,20 CHF | 92 000 | 92 000 | 40 587 | 40 587 | 50 568 CHF | 51 096 CHF | 100,00% | 100,00% |
11/11/2024 | 2,90% | 1,28 CHF | 1,29 CHF | 90 000 | 90 000 | 22 704 | 22 704 | 27 582 CHF | 28 252 CHF | 99,56% | 99,56% |
08/11/2024 | 1,44% | 1,13 CHF | 1,14 CHF | 94 000 | 94 000 | 42 856 | 42 856 | 46 557 CHF | 47 111 CHF | 98,50% | 98,50% |
07/11/2024 | 1,42% | 1,09 CHF | 1,10 CHF | 96 000 | 96 000 | 42 791 | 42 791 | 46 274 CHF | 46 829 CHF | 100,00% | 100,00% |