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 | 0,83% | 1,23 CHF | 1,24 CHF | 80 000 | 80 000 | 36 579 | 36 579 | 44 606 CHF | 44 973 CHF | 99,38% | 99,38% |
19/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 82 000 | 82 000 | 36 857 | 36 857 | 42 539 CHF | 42 908 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,15 CHF | 1,16 CHF | 82 000 | 82 000 | 36 868 | 36 868 | 41 573 CHF | 41 942 CHF | 99,87% | 99,87% |
15/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 43 014 CHF | 43 382 CHF | 99,72% | 99,72% |
14/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 82 000 | 82 000 | 36 090 | 36 090 | 43 324 CHF | 43 686 CHF | 98,39% | 98,39% |
13/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 81 000 | 81 000 | 36 668 | 36 668 | 44 565 CHF | 44 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 44 909 CHF | 45 275 CHF | 99,88% | 99,88% |
11/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 80 000 | 80 000 | 35 580 | 35 580 | 44 952 CHF | 45 309 CHF | 99,76% | 99,76% |
08/11/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 80 000 | 80 000 | 36 549 | 36 549 | 45 871 CHF | 46 237 CHF | 99,04% | 99,04% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 44 583 CHF | 44 943 CHF | 99,90% | 99,90% |