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 | 1,02% | 1,45 CHF | 1,46 CHF | 132 000 | 132 000 | 58 501 | 58 501 | 87 818 CHF | 88 578 CHF | 99,47% | 99,47% |
19/11/2024 | 1,02% | 1,51 CHF | 1,52 CHF | 131 000 | 131 000 | 58 567 | 58 567 | 88 386 CHF | 89 147 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 57 961 | 57 961 | 88 471 CHF | 89 226 CHF | 99,46% | 99,46% |
15/11/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 88 810 CHF | 89 566 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 58 206 | 58 206 | 89 619 CHF | 90 378 CHF | 98,51% | 98,51% |
13/11/2024 | 0,97% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 57 513 | 57 513 | 90 269 CHF | 91 017 CHF | 99,07% | 99,07% |
12/11/2024 | 0,96% | 1,61 CHF | 1,62 CHF | 128 000 | 128 000 | 57 718 | 57 718 | 92 358 CHF | 93 107 CHF | 99,81% | 99,81% |
11/11/2024 | 0,98% | 1,62 CHF | 1,63 CHF | 128 000 | 128 000 | 57 767 | 57 767 | 92 314 CHF | 93 066 CHF | 99,90% | 99,90% |
08/11/2024 | 1,02% | 1,56 CHF | 1,57 CHF | 130 000 | 130 000 | 59 196 | 59 196 | 89 872 CHF | 90 639 CHF | 99,04% | 99,04% |
07/11/2024 | 1,01% | 1,49 CHF | 1,50 CHF | 133 000 | 133 000 | 59 042 | 59 042 | 89 329 CHF | 90 094 CHF | 99,96% | 99,96% |