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 | 1,03% | 1,05 CHF | 1,06 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 72 028 CHF | 72 752 CHF | 99,57% | 99,57% |
19/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 160 000 | 160 000 | 71 488 | 71 488 | 72 506 CHF | 73 234 CHF | 99,20% | 99,20% |
18/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 170 000 | 170 000 | 75 914 | 75 914 | 83 274 CHF | 84 035 CHF | 99,90% | 99,90% |
15/11/2024 | 0,94% | 1,13 CHF | 1,14 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 77 387 CHF | 78 082 CHF | 91,93% | 91,93% |
14/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 150 000 | 150 000 | 66 104 | 66 104 | 57 211 CHF | 57 880 CHF | 99,72% | 99,72% |
13/11/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 150 000 | 150 000 | 70 322 | 70 322 | 66 543 CHF | 67 248 CHF | 99,93% | 99,93% |
12/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 160 000 | 160 000 | 70 294 | 70 294 | 66 878 CHF | 67 583 CHF | 99,89% | 99,89% |
11/11/2024 | 1,36% | 0,94 CHF | 0,95 CHF | 155 000 | 155 000 | 63 859 | 63 859 | 58 535 CHF | 59 230 CHF | 99,90% | 99,90% |
08/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 150 000 | 150 000 | 69 292 | 69 292 | 59 953 CHF | 60 648 CHF | 97,37% | 97,37% |
07/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 160 000 | 160 000 | 71 183 | 71 183 | 67 763 CHF | 68 476 CHF | 100,00% | 100,00% |