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 | 1,44% | 1,01 CHF | 1,02 CHF | 132 000 | 132 000 | 58 466 | 58 466 | 61 939 CHF | 62 699 CHF | 99,38% | 99,38% |
19/11/2024 | 1,43% | 1,07 CHF | 1,08 CHF | 131 000 | 131 000 | 58 582 | 58 582 | 62 619 CHF | 63 379 CHF | 99,94% | 99,94% |
18/11/2024 | 1,41% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 58 103 | 58 103 | 62 928 CHF | 63 684 CHF | 99,68% | 99,68% |
15/11/2024 | 1,43% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 58 117 | 58 117 | 63 083 CHF | 63 839 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 58 189 | 58 189 | 63 823 CHF | 64 582 CHF | 98,45% | 98,45% |
13/11/2024 | 1,34% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 57 511 | 57 511 | 64 953 CHF | 65 700 CHF | 99,09% | 99,09% |
12/11/2024 | 1,33% | 1,17 CHF | 1,18 CHF | 128 000 | 128 000 | 57 719 | 57 719 | 66 996 CHF | 67 745 CHF | 99,81% | 99,81% |
11/11/2024 | 1,35% | 1,18 CHF | 1,19 CHF | 128 000 | 128 000 | 57 768 | 57 768 | 66 972 CHF | 67 725 CHF | 99,90% | 99,90% |
08/11/2024 | 1,44% | 1,12 CHF | 1,13 CHF | 130 000 | 130 000 | 59 196 | 59 196 | 64 118 CHF | 64 885 CHF | 99,04% | 99,04% |
07/11/2024 | 1,42% | 1,05 CHF | 1,06 CHF | 133 000 | 133 000 | 59 015 | 59 015 | 63 635 CHF | 64 400 CHF | 99,96% | 99,96% |