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 | 1,18% | 1,25 CHF | 1,26 CHF | 132 000 | 132 000 | 58 463 | 58 463 | 75 907 CHF | 76 667 CHF | 99,37% | 99,37% |
19/11/2024 | 1,17% | 1,31 CHF | 1,32 CHF | 131 000 | 131 000 | 58 563 | 58 563 | 76 591 CHF | 77 351 CHF | 99,99% | 99,99% |
18/11/2024 | 1,16% | 1,33 CHF | 1,34 CHF | 130 000 | 130 000 | 58 140 | 58 140 | 76 872 CHF | 77 629 CHF | 99,76% | 99,76% |
15/11/2024 | 1,17% | 1,33 CHF | 1,34 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 77 026 CHF | 77 782 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 1,32 CHF | 1,33 CHF | 130 000 | 130 000 | 58 189 | 58 189 | 77 776 CHF | 78 535 CHF | 98,43% | 98,43% |
13/11/2024 | 1,11% | 1,33 CHF | 1,34 CHF | 130 000 | 130 000 | 57 512 | 57 512 | 78 620 CHF | 79 368 CHF | 98,93% | 98,93% |
12/11/2024 | 1,10% | 1,40 CHF | 1,41 CHF | 128 000 | 128 000 | 57 700 | 57 700 | 80 704 CHF | 81 453 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 1,42 CHF | 1,43 CHF | 128 000 | 128 000 | 57 666 | 57 666 | 80 557 CHF | 81 309 CHF | 99,76% | 99,76% |
08/11/2024 | 1,18% | 1,36 CHF | 1,37 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 78 067 CHF | 78 834 CHF | 99,04% | 99,04% |
07/11/2024 | 1,17% | 1,29 CHF | 1,30 CHF | 133 000 | 133 000 | 59 042 | 59 042 | 77 547 CHF | 78 312 CHF | 99,96% | 99,96% |