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 | 1,06% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 144 580 CHF | 146 117 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 143 093 CHF | 144 635 CHF | 99,90% | 99,90% |
18/11/2024 | 1,05% | 1,89 CHF | 1,91 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 145 206 CHF | 146 745 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 1,91 CHF | 1,93 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 147 294 CHF | 148 814 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,95 CHF | 1,97 CHF | 76 000 | 76 000 | 76 385 | 76 385 | 146 078 CHF | 147 606 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 143 407 CHF | 144 950 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,89 CHF | 1,91 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 148 312 CHF | 149 835 CHF | 99,89% | 99,89% |
11/11/2024 | 1,02% | 1,92 CHF | 1,94 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 147 920 CHF | 149 440 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 1,88 CHF | 1,90 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 145 136 CHF | 146 676 CHF | 98,95% | 98,95% |
07/11/2024 | 1,04% | 1,92 CHF | 1,94 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 146 049 CHF | 147 578 CHF | 100,00% | 100,00% |