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 | 1,00% | 1,03 CHF | 1,04 CHF | 80 000 | 80 000 | 36 573 | 36 573 | 37 230 CHF | 37 596 CHF | 99,33% | 99,33% |
19/11/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 36 856 | 36 856 | 35 090 CHF | 35 460 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,95 CHF | 0,96 CHF | 82 000 | 82 000 | 36 830 | 36 830 | 34 074 CHF | 34 443 CHF | 99,77% | 99,77% |
15/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 35 656 CHF | 36 025 CHF | 99,90% | 99,90% |
14/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 82 000 | 82 000 | 36 164 | 36 164 | 36 051 CHF | 36 414 CHF | 98,52% | 98,52% |
13/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 37 153 CHF | 37 520 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 81 000 | 81 000 | 36 567 | 36 567 | 37 517 CHF | 37 883 CHF | 99,89% | 99,89% |
11/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 37 836 CHF | 38 193 CHF | 99,90% | 99,90% |
08/11/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 38 563 CHF | 38 929 CHF | 99,05% | 99,05% |
07/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 37 415 CHF | 37 775 CHF | 99,90% | 99,90% |