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 | 1,08% | 1,38 CHF | 1,39 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 57 775 CHF | 58 308 CHF | 99,90% | 99,90% |
19/11/2024 | 1,04% | 1,47 CHF | 1,48 CHF | 92 000 | 92 000 | 38 256 | 38 256 | 56 656 CHF | 57 160 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 1,47 CHF | 1,48 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 58 923 CHF | 59 455 CHF | 99,90% | 99,90% |
15/11/2024 | 1,07% | 1,46 CHF | 1,47 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 53 926 CHF | 54 377 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 1,46 CHF | 1,47 CHF | 90 000 | 90 000 | 40 410 | 40 410 | 59 383 CHF | 59 909 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 1,42 CHF | 1,43 CHF | 92 000 | 92 000 | 41 458 | 41 458 | 57 468 CHF | 58 004 CHF | 98,61% | 99,78% |
12/11/2024 | 1,05% | 1,41 CHF | 1,42 CHF | 92 000 | 92 000 | 40 588 | 40 588 | 59 564 CHF | 60 092 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 1,50 CHF | 1,51 CHF | 90 000 | 90 000 | 22 700 | 22 700 | 32 587 CHF | 33 258 CHF | 99,62% | 99,62% |
08/11/2024 | 1,20% | 1,35 CHF | 1,36 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 55 743 CHF | 56 297 CHF | 99,33% | 99,33% |
07/11/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 96 000 | 96 000 | 42 796 | 42 796 | 55 649 CHF | 56 204 CHF | 100,00% | 100,00% |