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 | 1,19% | 1,23 CHF | 1,24 CHF | 132 000 | 132 000 | 58 455 | 58 455 | 74 806 CHF | 75 566 CHF | 99,33% | 99,33% |
19/11/2024 | 1,19% | 1,29 CHF | 1,30 CHF | 131 000 | 131 000 | 58 577 | 58 577 | 75 489 CHF | 76 249 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 1,31 CHF | 1,32 CHF | 130 000 | 130 000 | 58 169 | 58 169 | 75 837 CHF | 76 594 CHF | 99,77% | 99,77% |
15/11/2024 | 1,19% | 1,31 CHF | 1,32 CHF | 130 000 | 130 000 | 58 118 | 58 118 | 75 922 CHF | 76 678 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 1,31 CHF | 1,32 CHF | 130 000 | 130 000 | 58 306 | 58 306 | 76 807 CHF | 77 567 CHF | 98,60% | 98,60% |
13/11/2024 | 1,12% | 1,31 CHF | 1,32 CHF | 130 000 | 130 000 | 57 752 | 57 752 | 77 889 CHF | 78 637 CHF | 99,80% | 99,80% |
12/11/2024 | 1,12% | 1,39 CHF | 1,40 CHF | 128 000 | 128 000 | 57 702 | 57 702 | 79 617 CHF | 80 366 CHF | 99,88% | 99,88% |
11/11/2024 | 1,14% | 1,40 CHF | 1,41 CHF | 128 000 | 128 000 | 57 767 | 57 767 | 79 607 CHF | 80 359 CHF | 99,90% | 99,90% |
08/11/2024 | 1,20% | 1,34 CHF | 1,35 CHF | 130 000 | 130 000 | 59 199 | 59 199 | 76 967 CHF | 77 734 CHF | 99,05% | 99,05% |
07/11/2024 | 1,18% | 1,27 CHF | 1,28 CHF | 133 000 | 133 000 | 59 030 | 59 030 | 76 485 CHF | 77 250 CHF | 100,00% | 100,00% |