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 | 1,04% | 1,43 CHF | 1,44 CHF | 132 000 | 132 000 | 58 459 | 58 459 | 86 232 CHF | 86 992 CHF | 99,34% | 99,34% |
19/11/2024 | 1,03% | 1,49 CHF | 1,50 CHF | 131 000 | 131 000 | 58 566 | 58 566 | 86 925 CHF | 87 685 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 58 173 | 58 173 | 87 263 CHF | 88 020 CHF | 99,78% | 99,78% |
15/11/2024 | 1,03% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 87 326 CHF | 88 082 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 58 302 | 58 302 | 88 339 CHF | 89 099 CHF | 98,57% | 98,57% |
13/11/2024 | 0,98% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 57 751 | 57 751 | 89 178 CHF | 89 926 CHF | 99,80% | 99,80% |
12/11/2024 | 0,98% | 1,58 CHF | 1,59 CHF | 128 000 | 128 000 | 57 696 | 57 696 | 90 855 CHF | 91 603 CHF | 99,90% | 99,90% |
11/11/2024 | 1,00% | 1,59 CHF | 1,60 CHF | 128 000 | 128 000 | 57 767 | 57 767 | 90 835 CHF | 91 588 CHF | 99,90% | 99,90% |
08/11/2024 | 1,04% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 59 199 | 59 199 | 88 358 CHF | 89 125 CHF | 99,05% | 99,05% |
07/11/2024 | 1,03% | 1,46 CHF | 1,47 CHF | 133 000 | 133 000 | 59 007 | 59 007 | 87 801 CHF | 88 566 CHF | 100,00% | 100,00% |