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 | 0,89% | 1,10 CHF | 1,11 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 40 498 CHF | 40 857 CHF | 99,90% | 99,90% |
19/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 65 000 | 65 000 | 35 867 | 35 867 | 41 535 CHF | 41 895 CHF | 98,91% | 98,91% |
18/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 44 557 CHF | 44 916 CHF | 99,58% | 99,58% |
15/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 45 691 CHF | 46 049 CHF | 99,89% | 99,89% |
14/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 47 566 CHF | 47 930 CHF | 98,84% | 98,84% |
13/11/2024 | 0,83% | 1,28 CHF | 1,29 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 44 357 CHF | 44 716 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 65 000 | 65 000 | 33 385 | 33 385 | 41 118 CHF | 41 454 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,17 CHF | 1,18 CHF | 65 000 | 65 000 | 35 513 | 35 513 | 39 160 CHF | 39 519 CHF | 99,93% | 99,93% |
08/11/2024 | 1,84% | 1,02 CHF | 1,03 CHF | 65 000 | 65 000 | 24 623 | 24 623 | 25 059 CHF | 25 329 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 29 110 CHF | 29 398 CHF | 98,68% | 98,68% |