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 | 1,42% | 1,37 CHF | 1,39 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 107 543 CHF | 109 080 CHF | 100,00% | 100,00% |
19/11/2024 | 1,45% | 1,37 CHF | 1,39 CHF | 77 000 | 77 000 | 77 142 | 77 142 | 105 949 CHF | 107 492 CHF | 99,90% | 99,90% |
18/11/2024 | 1,41% | 1,41 CHF | 1,43 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 108 146 CHF | 109 685 CHF | 100,00% | 100,00% |
15/11/2024 | 1,36% | 1,43 CHF | 1,45 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 110 710 CHF | 112 230 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 1,46 CHF | 1,48 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 109 302 CHF | 110 830 CHF | 100,00% | 100,00% |
13/11/2024 | 1,44% | 1,37 CHF | 1,39 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 106 282 CHF | 107 825 CHF | 100,00% | 100,00% |
12/11/2024 | 1,35% | 1,41 CHF | 1,43 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 111 655 CHF | 113 177 CHF | 99,93% | 99,93% |
11/11/2024 | 1,36% | 1,44 CHF | 1,46 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 111 356 CHF | 112 876 CHF | 100,00% | 100,00% |
08/11/2024 | 1,41% | 1,40 CHF | 1,42 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 108 100 CHF | 109 640 CHF | 98,94% | 98,94% |
07/11/2024 | 1,39% | 1,43 CHF | 1,45 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 109 305 CHF | 110 833 CHF | 100,00% | 100,00% |