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 | 1,09% | 1,35 CHF | 1,36 CHF | 132 000 | 132 000 | 58 465 | 58 465 | 81 746 CHF | 82 507 CHF | 99,38% | 99,38% |
19/11/2024 | 1,09% | 1,41 CHF | 1,42 CHF | 131 000 | 131 000 | 58 561 | 58 561 | 82 416 CHF | 83 177 CHF | 99,99% | 99,99% |
18/11/2024 | 1,08% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 58 142 | 58 142 | 82 701 CHF | 83 457 CHF | 99,76% | 99,76% |
15/11/2024 | 1,09% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 82 851 CHF | 83 607 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 58 195 | 58 195 | 83 615 CHF | 84 375 CHF | 98,45% | 98,45% |
13/11/2024 | 1,04% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 57 506 | 57 506 | 84 349 CHF | 85 097 CHF | 99,00% | 99,00% |
12/11/2024 | 1,03% | 1,50 CHF | 1,51 CHF | 128 000 | 128 000 | 57 701 | 57 701 | 86 433 CHF | 87 182 CHF | 99,88% | 99,88% |
11/11/2024 | 1,05% | 1,52 CHF | 1,53 CHF | 128 000 | 128 000 | 57 671 | 57 671 | 86 273 CHF | 87 025 CHF | 99,76% | 99,76% |
08/11/2024 | 1,10% | 1,46 CHF | 1,47 CHF | 130 000 | 130 000 | 59 197 | 59 197 | 83 871 CHF | 84 639 CHF | 99,04% | 99,04% |
07/11/2024 | 1,09% | 1,39 CHF | 1,40 CHF | 133 000 | 133 000 | 59 093 | 59 093 | 83 410 CHF | 84 176 CHF | 99,86% | 99,86% |