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 | 0,88% | 1,13 CHF | 1,14 CHF | 65 000 | 65 000 | 35 757 | 35 757 | 41 367 CHF | 41 725 CHF | 99,90% | 99,90% |
19/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 65 000 | 65 000 | 35 864 | 35 864 | 42 487 CHF | 42 847 CHF | 98,91% | 98,91% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 65 000 | 65 000 | 35 737 | 35 737 | 45 506 CHF | 45 865 CHF | 99,59% | 99,59% |
15/11/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 46 670 CHF | 47 029 CHF | 99,89% | 99,89% |
14/11/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 65 000 | 65 000 | 36 269 | 36 269 | 48 589 CHF | 48 952 CHF | 98,82% | 98,82% |
13/11/2024 | 0,81% | 1,30 CHF | 1,31 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 45 314 CHF | 45 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 65 000 | 65 000 | 33 388 | 33 388 | 42 007 CHF | 42 342 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,20 CHF | 1,21 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 40 106 CHF | 40 465 CHF | 99,93% | 99,93% |
08/11/2024 | 1,79% | 1,04 CHF | 1,05 CHF | 65 000 | 65 000 | 24 625 | 24 625 | 25 692 CHF | 25 962 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 60 000 | 60 000 | 28 766 | 28 766 | 29 844 CHF | 30 132 CHF | 98,68% | 98,68% |