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 | 0,86% | 1,24 CHF | 1,25 CHF | 165 000 | 165 000 | 72 210 | 72 210 | 86 139 CHF | 86 863 CHF | 99,57% | 99,57% |
19/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 160 000 | 160 000 | 71 489 | 71 489 | 86 395 CHF | 87 123 CHF | 99,18% | 99,18% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 170 000 | 170 000 | 75 917 | 75 917 | 98 206 CHF | 98 967 CHF | 99,90% | 99,90% |
15/11/2024 | 0,79% | 1,33 CHF | 1,34 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 90 968 CHF | 91 663 CHF | 91,93% | 91,93% |
14/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 150 000 | 150 000 | 66 141 | 66 141 | 70 236 CHF | 70 905 CHF | 99,72% | 99,72% |
13/11/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 150 000 | 150 000 | 70 323 | 70 323 | 80 233 CHF | 80 938 CHF | 99,93% | 99,93% |
12/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 160 000 | 160 000 | 70 301 | 70 301 | 80 571 CHF | 81 276 CHF | 99,87% | 99,87% |
11/11/2024 | 1,12% | 1,13 CHF | 1,14 CHF | 155 000 | 155 000 | 63 863 | 63 863 | 70 899 CHF | 71 594 CHF | 99,90% | 99,90% |
08/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 150 000 | 150 000 | 69 301 | 69 301 | 73 235 CHF | 73 929 CHF | 97,35% | 97,35% |
07/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 160 000 | 160 000 | 71 185 | 71 185 | 81 446 CHF | 82 159 CHF | 100,00% | 100,00% |