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 | 1,47% | 1,06 CHF | 1,07 CHF | 194 000 | 194 000 | 86 910 | 86 910 | 91 124 CHF | 92 253 CHF | 99,90% | 99,90% |
19/11/2024 | 1,45% | 1,05 CHF | 1,06 CHF | 196 000 | 196 000 | 86 999 | 86 999 | 92 357 CHF | 93 486 CHF | 99,96% | 99,96% |
18/11/2024 | 1,37% | 1,11 CHF | 1,12 CHF | 192 000 | 192 000 | 85 312 | 85 312 | 95 497 CHF | 96 604 CHF | 99,88% | 99,88% |
15/11/2024 | 1,56% | 1,09 CHF | 1,10 CHF | 192 000 | 192 000 | 72 227 | 72 227 | 83 642 CHF | 84 699 CHF | 96,10% | 96,10% |
14/11/2024 | 1,27% | 1,21 CHF | 1,22 CHF | 186 000 | 186 000 | 82 411 | 82 411 | 100 329 CHF | 101 403 CHF | 99,39% | 99,39% |
13/11/2024 | 1,18% | 1,25 CHF | 1,26 CHF | 186 000 | 186 000 | 81 305 | 81 305 | 104 371 CHF | 105 417 CHF | 99,99% | 99,99% |
12/11/2024 | 1,19% | 1,26 CHF | 1,27 CHF | 186 000 | 186 000 | 82 152 | 82 152 | 106 010 CHF | 107 075 CHF | 99,70% | 99,70% |
11/11/2024 | 1,25% | 1,41 CHF | 1,42 CHF | 178 000 | 178 000 | 75 200 | 75 200 | 108 708 CHF | 109 717 CHF | 99,81% | 99,81% |
08/11/2024 | 1,11% | 1,35 CHF | 1,36 CHF | 182 000 | 182 000 | 79 269 | 79 269 | 112 323 CHF | 113 353 CHF | 99,20% | 99,20% |
07/11/2024 | 0,99% | 1,60 CHF | 1,61 CHF | 172 000 | 172 000 | 77 386 | 77 386 | 122 265 CHF | 123 272 CHF | 100,00% | 100,00% |