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 | 0,94% | 1,14 CHF | 1,15 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 78 994 CHF | 79 718 CHF | 99,57% | 99,57% |
19/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 160 000 | 160 000 | 71 488 | 71 488 | 79 412 CHF | 80 141 CHF | 99,22% | 99,22% |
18/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 170 000 | 170 000 | 75 915 | 75 915 | 90 727 CHF | 91 488 CHF | 99,90% | 99,90% |
15/11/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 84 168 CHF | 84 864 CHF | 91,93% | 91,93% |
14/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 150 000 | 150 000 | 66 142 | 66 142 | 63 686 CHF | 64 355 CHF | 99,72% | 99,72% |
13/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 70 321 | 70 321 | 73 353 CHF | 74 057 CHF | 99,93% | 99,93% |
12/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 160 000 | 160 000 | 70 289 | 70 289 | 73 683 CHF | 74 387 CHF | 99,91% | 99,91% |
11/11/2024 | 1,23% | 1,03 CHF | 1,04 CHF | 155 000 | 155 000 | 63 862 | 63 862 | 64 654 CHF | 65 350 CHF | 99,90% | 99,90% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 150 000 | 150 000 | 69 281 | 69 281 | 66 478 CHF | 67 172 CHF | 97,41% | 97,41% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 160 000 | 160 000 | 71 182 | 71 182 | 74 589 CHF | 75 302 CHF | 100,00% | 100,00% |