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% | 1,63 CHF | 1,65 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 127 575 CHF | 129 112 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 1,63 CHF | 1,65 CHF | 77 000 | 77 000 | 77 142 | 77 142 | 126 048 CHF | 127 591 CHF | 99,85% | 99,85% |
18/11/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 128 191 CHF | 129 730 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 1,69 CHF | 1,71 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 130 488 CHF | 132 008 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 1,72 CHF | 1,74 CHF | 76 000 | 76 000 | 76 385 | 76 385 | 129 184 CHF | 130 711 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,63 CHF | 1,65 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 126 379 CHF | 127 921 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 1,67 CHF | 1,69 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 131 459 CHF | 132 982 CHF | 99,87% | 99,87% |
11/11/2024 | 1,15% | 1,70 CHF | 1,72 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 131 123 CHF | 132 643 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 1,66 CHF | 1,68 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 128 140 CHF | 129 680 CHF | 98,92% | 98,92% |
07/11/2024 | 1,18% | 1,69 CHF | 1,71 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 129 186 CHF | 130 714 CHF | 100,00% | 100,00% |