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 | 0,97% | 1,01 CHF | 1,02 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 37 207 CHF | 37 566 CHF | 99,90% | 99,90% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 65 000 | 65 000 | 35 868 | 35 868 | 38 301 CHF | 38 661 CHF | 98,91% | 98,91% |
18/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 41 313 CHF | 41 672 CHF | 99,58% | 99,58% |
15/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 42 456 CHF | 42 814 CHF | 99,89% | 99,89% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 44 275 CHF | 44 638 CHF | 98,84% | 98,84% |
13/11/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 41 134 CHF | 41 493 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 65 000 | 65 000 | 33 385 | 33 385 | 38 115 CHF | 38 450 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 1,08 CHF | 1,09 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 35 977 CHF | 36 336 CHF | 99,93% | 99,93% |
08/11/2024 | 2,01% | 0,93 CHF | 0,94 CHF | 65 000 | 65 000 | 24 620 | 24 620 | 22 871 CHF | 23 141 CHF | 100,00% | 100,00% |
07/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 60 000 | 60 000 | 28 764 | 28 764 | 26 535 CHF | 26 824 CHF | 98,68% | 98,68% |