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 | 1,28% | 1,15 CHF | 1,16 CHF | 132 000 | 132 000 | 58 465 | 58 465 | 69 932 CHF | 70 692 CHF | 99,38% | 99,38% |
19/11/2024 | 1,27% | 1,21 CHF | 1,22 CHF | 131 000 | 131 000 | 58 560 | 58 560 | 70 620 CHF | 71 380 CHF | 99,99% | 99,99% |
18/11/2024 | 1,26% | 1,22 CHF | 1,23 CHF | 130 000 | 130 000 | 58 116 | 58 116 | 70 919 CHF | 71 675 CHF | 99,71% | 99,71% |
15/11/2024 | 1,27% | 1,23 CHF | 1,24 CHF | 130 000 | 130 000 | 58 103 | 58 103 | 71 057 CHF | 71 813 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 1,22 CHF | 1,23 CHF | 130 000 | 130 000 | 58 296 | 58 296 | 72 018 CHF | 72 778 CHF | 98,60% | 98,60% |
13/11/2024 | 1,20% | 1,22 CHF | 1,23 CHF | 130 000 | 130 000 | 57 434 | 57 434 | 72 707 CHF | 73 454 CHF | 99,02% | 99,02% |
12/11/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 128 000 | 128 000 | 57 704 | 57 704 | 74 851 CHF | 75 599 CHF | 99,87% | 99,87% |
11/11/2024 | 1,21% | 1,32 CHF | 1,33 CHF | 128 000 | 128 000 | 57 666 | 57 666 | 74 722 CHF | 75 473 CHF | 99,76% | 99,76% |
08/11/2024 | 1,28% | 1,26 CHF | 1,27 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 72 135 CHF | 72 903 CHF | 99,04% | 99,04% |
07/11/2024 | 1,26% | 1,19 CHF | 1,20 CHF | 133 000 | 133 000 | 59 042 | 59 042 | 71 615 CHF | 72 380 CHF | 99,96% | 99,96% |