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 | 1,17% | 1,27 CHF | 1,28 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 53 375 CHF | 53 908 CHF | 99,90% | 99,90% |
19/11/2024 | 1,12% | 1,37 CHF | 1,38 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 52 570 CHF | 53 075 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 1,36 CHF | 1,37 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 54 513 CHF | 55 045 CHF | 99,90% | 99,90% |
15/11/2024 | 1,15% | 1,35 CHF | 1,36 CHF | 90 000 | 90 000 | 36 803 | 36 803 | 50 004 CHF | 50 455 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 1,35 CHF | 1,36 CHF | 90 000 | 90 000 | 40 413 | 40 413 | 55 018 CHF | 55 544 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,31 CHF | 1,32 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 53 015 CHF | 53 551 CHF | 98,61% | 99,78% |
12/11/2024 | 1,13% | 1,30 CHF | 1,31 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 55 209 CHF | 55 737 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 1,39 CHF | 1,40 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 30 199 CHF | 30 869 CHF | 99,58% | 99,58% |
08/11/2024 | 1,31% | 1,24 CHF | 1,25 CHF | 94 000 | 94 000 | 42 696 | 42 696 | 51 248 CHF | 51 801 CHF | 99,33% | 99,33% |
07/11/2024 | 1,29% | 1,20 CHF | 1,21 CHF | 96 000 | 96 000 | 42 798 | 42 798 | 51 144 CHF | 51 699 CHF | 100,00% | 100,00% |