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 | 1,43% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 58 455 | 58 455 | 62 204 CHF | 62 965 CHF | 99,33% | 99,33% |
19/11/2024 | 1,42% | 1,08 CHF | 1,09 CHF | 131 000 | 131 000 | 58 579 | 58 579 | 62 919 CHF | 63 680 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 58 169 | 58 169 | 63 353 CHF | 64 110 CHF | 99,77% | 99,77% |
15/11/2024 | 1,42% | 1,10 CHF | 1,11 CHF | 130 000 | 130 000 | 58 115 | 58 115 | 63 349 CHF | 64 105 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 58 303 | 58 303 | 64 305 CHF | 65 065 CHF | 98,59% | 98,59% |
13/11/2024 | 1,33% | 1,09 CHF | 1,10 CHF | 130 000 | 130 000 | 57 748 | 57 748 | 65 511 CHF | 66 259 CHF | 99,80% | 99,80% |
12/11/2024 | 1,32% | 1,17 CHF | 1,18 CHF | 128 000 | 128 000 | 57 697 | 57 697 | 67 254 CHF | 68 003 CHF | 99,89% | 99,89% |
11/11/2024 | 1,35% | 1,18 CHF | 1,19 CHF | 128 000 | 128 000 | 57 762 | 57 762 | 67 271 CHF | 68 023 CHF | 99,90% | 99,90% |
08/11/2024 | 1,43% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 59 192 | 59 192 | 64 444 CHF | 65 211 CHF | 99,05% | 99,05% |
07/11/2024 | 1,41% | 1,06 CHF | 1,07 CHF | 133 000 | 133 000 | 59 035 | 59 035 | 63 927 CHF | 64 692 CHF | 100,00% | 100,00% |