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 | 0,84% | 1,16 CHF | 1,17 CHF | 46 000 | 46 000 | 45 148 | 45 148 | 53 663 CHF | 54 114 CHF | 99,44% | 99,44% |
19/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 45 000 | 45 000 | 45 009 | 45 009 | 53 607 CHF | 54 057 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 45 000 | 45 000 | 45 369 | 45 369 | 53 206 CHF | 53 659 CHF | 99,88% | 99,88% |
15/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 52 837 CHF | 53 297 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 45 000 | 45 000 | 45 984 | 45 984 | 53 185 CHF | 53 645 CHF | 98,61% | 98,61% |
13/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 46 000 | 46 000 | 45 993 | 45 993 | 52 827 CHF | 53 287 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 54 066 CHF | 54 516 CHF | 99,90% | 99,90% |
11/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 45 000 | 45 000 | 44 326 | 44 326 | 55 554 CHF | 55 998 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 44 000 | 44 000 | 44 042 | 44 042 | 55 401 CHF | 55 842 CHF | 98,30% | 98,30% |
07/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 56 053 CHF | 56 493 CHF | 100,00% | 100,00% |