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 | 1,76% | 1,09 CHF | 1,11 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 86 365 CHF | 87 902 CHF | 100,00% | 100,00% |
19/11/2024 | 1,81% | 1,09 CHF | 1,11 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 84 634 CHF | 86 177 CHF | 99,91% | 99,91% |
18/11/2024 | 1,76% | 1,14 CHF | 1,16 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 86 923 CHF | 88 462 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 1,16 CHF | 1,18 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 89 785 CHF | 91 305 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 1,19 CHF | 1,21 CHF | 76 000 | 76 000 | 76 385 | 76 385 | 88 247 CHF | 89 774 CHF | 100,00% | 100,00% |
13/11/2024 | 1,80% | 1,09 CHF | 1,11 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 85 023 CHF | 86 566 CHF | 100,00% | 100,00% |
12/11/2024 | 1,67% | 1,13 CHF | 1,15 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 90 684 CHF | 92 206 CHF | 99,92% | 99,92% |
11/11/2024 | 1,67% | 1,16 CHF | 1,18 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 90 424 CHF | 91 945 CHF | 100,00% | 100,00% |
08/11/2024 | 1,76% | 1,13 CHF | 1,15 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 86 913 CHF | 88 453 CHF | 98,97% | 98,97% |
07/11/2024 | 1,72% | 1,16 CHF | 1,18 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 88 280 CHF | 89 809 CHF | 100,00% | 100,00% |