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 | 1,20% | 1,62 CHF | 1,64 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 127 196 CHF | 128 732 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 1,63 CHF | 1,65 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 125 641 CHF | 127 184 CHF | 99,89% | 99,89% |
18/11/2024 | 1,20% | 1,67 CHF | 1,69 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 127 802 CHF | 129 341 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 1,69 CHF | 1,71 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 130 126 CHF | 131 646 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 1,72 CHF | 1,74 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 128 811 CHF | 130 338 CHF | 100,00% | 100,00% |
13/11/2024 | 1,22% | 1,62 CHF | 1,64 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 125 991 CHF | 127 533 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 1,67 CHF | 1,69 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 131 087 CHF | 132 609 CHF | 99,93% | 99,93% |
11/11/2024 | 1,16% | 1,70 CHF | 1,72 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 130 762 CHF | 132 282 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 1,66 CHF | 1,68 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 127 768 CHF | 129 308 CHF | 98,94% | 98,94% |
07/11/2024 | 1,18% | 1,69 CHF | 1,71 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 128 830 CHF | 130 359 CHF | 100,00% | 100,00% |