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 | 1,36% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 32 646 | 32 646 | 37 347 CHF | 37 781 CHF | 98,94% | 98,94% |
19/11/2024 | 1,46% | 1,08 CHF | 1,09 CHF | 70 000 | 70 000 | 32 721 | 32 721 | 34 799 CHF | 35 233 CHF | 98,54% | 98,54% |
18/11/2024 | 1,53% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 32 669 | 32 669 | 33 581 CHF | 34 014 CHF | 99,54% | 99,54% |
15/11/2024 | 1,43% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 32 477 | 32 477 | 35 137 CHF | 35 569 CHF | 98,74% | 98,74% |
14/11/2024 | 1,36% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 32 147 | 32 147 | 36 118 CHF | 36 549 CHF | 96,02% | 96,02% |
13/11/2024 | 1,36% | 1,15 CHF | 1,16 CHF | 70 000 | 70 000 | 32 652 | 32 652 | 37 175 CHF | 37 608 CHF | 98,88% | 98,88% |
12/11/2024 | 1,34% | 1,12 CHF | 1,13 CHF | 70 000 | 70 000 | 32 324 | 32 324 | 37 313 CHF | 37 743 CHF | 97,88% | 97,88% |
11/11/2024 | 1,30% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 32 281 | 32 281 | 38 744 CHF | 39 174 CHF | 98,46% | 98,46% |
08/11/2024 | 1,30% | 1,22 CHF | 1,23 CHF | 70 000 | 70 000 | 32 898 | 32 898 | 39 195 CHF | 39 629 CHF | 96,53% | 96,53% |
07/11/2024 | 1,31% | 1,14 CHF | 1,15 CHF | 70 000 | 70 000 | 32 371 | 32 371 | 38 142 CHF | 38 573 CHF | 98,36% | 98,36% |