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 | 0,75% | 1,37 CHF | 1,38 CHF | 80 000 | 80 000 | 36 575 | 36 575 | 49 678 CHF | 50 045 CHF | 99,34% | 99,34% |
19/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 82 000 | 82 000 | 36 857 | 36 857 | 47 605 CHF | 47 975 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 82 000 | 82 000 | 36 832 | 36 832 | 46 640 CHF | 47 009 CHF | 99,78% | 99,78% |
15/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 82 000 | 82 000 | 36 817 | 36 817 | 48 213 CHF | 48 582 CHF | 99,90% | 99,90% |
14/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 82 000 | 82 000 | 36 164 | 36 164 | 48 404 CHF | 48 766 CHF | 98,51% | 98,51% |
13/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 81 000 | 81 000 | 36 668 | 36 668 | 49 598 CHF | 49 965 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 49 913 CHF | 50 279 CHF | 99,88% | 99,88% |
11/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 80 000 | 80 000 | 35 644 | 35 644 | 49 888 CHF | 50 245 CHF | 99,90% | 99,90% |
08/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 80 000 | 80 000 | 36 548 | 36 548 | 50 795 CHF | 51 162 CHF | 99,05% | 99,05% |
07/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 49 448 CHF | 49 807 CHF | 99,90% | 99,90% |