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 | 1,11% | 1,33 CHF | 1,34 CHF | 132 000 | 132 000 | 58 455 | 58 455 | 80 788 CHF | 81 548 CHF | 99,33% | 99,33% |
19/11/2024 | 1,10% | 1,39 CHF | 1,40 CHF | 131 000 | 131 000 | 58 566 | 58 566 | 81 424 CHF | 82 184 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 58 169 | 58 169 | 81 853 CHF | 82 610 CHF | 99,77% | 99,77% |
15/11/2024 | 1,10% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 81 851 CHF | 82 607 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 58 302 | 58 302 | 82 820 CHF | 83 580 CHF | 98,57% | 98,57% |
13/11/2024 | 1,05% | 1,41 CHF | 1,42 CHF | 130 000 | 130 000 | 57 751 | 57 751 | 83 828 CHF | 84 577 CHF | 99,80% | 99,80% |
12/11/2024 | 1,04% | 1,49 CHF | 1,50 CHF | 128 000 | 128 000 | 57 701 | 57 701 | 85 512 CHF | 86 261 CHF | 99,88% | 99,88% |
11/11/2024 | 1,06% | 1,50 CHF | 1,51 CHF | 128 000 | 128 000 | 57 767 | 57 767 | 85 459 CHF | 86 212 CHF | 99,90% | 99,90% |
08/11/2024 | 1,11% | 1,44 CHF | 1,45 CHF | 130 000 | 130 000 | 59 198 | 59 198 | 82 918 CHF | 83 685 CHF | 99,05% | 99,05% |
07/11/2024 | 1,10% | 1,37 CHF | 1,38 CHF | 133 000 | 133 000 | 59 007 | 59 007 | 82 380 CHF | 83 145 CHF | 100,00% | 100,00% |