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 | 1,33% | 1,10 CHF | 1,11 CHF | 132 000 | 132 000 | 58 457 | 58 457 | 67 005 CHF | 67 765 CHF | 99,34% | 99,34% |
19/11/2024 | 1,32% | 1,16 CHF | 1,17 CHF | 131 000 | 131 000 | 58 565 | 58 565 | 67 716 CHF | 68 477 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 1,17 CHF | 1,18 CHF | 130 000 | 130 000 | 58 171 | 58 171 | 68 074 CHF | 68 831 CHF | 99,78% | 99,78% |
15/11/2024 | 1,32% | 1,18 CHF | 1,19 CHF | 130 000 | 130 000 | 58 115 | 58 115 | 68 155 CHF | 68 911 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 1,17 CHF | 1,18 CHF | 130 000 | 130 000 | 58 305 | 58 305 | 69 111 CHF | 69 871 CHF | 98,61% | 98,61% |
13/11/2024 | 1,24% | 1,17 CHF | 1,18 CHF | 130 000 | 130 000 | 57 752 | 57 752 | 70 240 CHF | 70 989 CHF | 99,80% | 99,80% |
12/11/2024 | 1,24% | 1,25 CHF | 1,26 CHF | 128 000 | 128 000 | 57 701 | 57 701 | 71 973 CHF | 72 722 CHF | 99,88% | 99,88% |
11/11/2024 | 1,26% | 1,27 CHF | 1,28 CHF | 128 000 | 128 000 | 57 762 | 57 762 | 71 976 CHF | 72 728 CHF | 99,90% | 99,90% |
08/11/2024 | 1,33% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 59 198 | 59 198 | 69 222 CHF | 69 990 CHF | 99,05% | 99,05% |
07/11/2024 | 1,31% | 1,14 CHF | 1,15 CHF | 133 000 | 133 000 | 59 030 | 59 030 | 68 726 CHF | 69 491 CHF | 100,00% | 100,00% |