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 | 0,64% | 1,64 CHF | 1,65 CHF | 130 000 | 130 000 | 60 675 | 60 675 | 97 735 CHF | 98 345 CHF | 99,74% | 99,74% |
19/11/2024 | 0,71% | 1,59 CHF | 1,60 CHF | 130 000 | 130 000 | 53 990 | 53 990 | 84 806 CHF | 85 401 CHF | 99,13% | 99,13% |
18/11/2024 | 1,07% | 1,58 CHF | 1,59 CHF | 130 000 | 130 000 | 53 193 | 53 193 | 80 720 CHF | 81 435 CHF | 99,01% | 99,01% |
15/11/2024 | 1,12% | 1,49 CHF | 1,50 CHF | 120 000 | 120 000 | 40 471 | 40 471 | 59 917 CHF | 60 489 CHF | 98,43% | 98,43% |
14/11/2024 | 1,08% | 1,48 CHF | 1,49 CHF | 120 000 | 120 000 | 51 010 | 51 010 | 75 544 CHF | 76 239 CHF | 99,18% | 99,18% |
13/11/2024 | 1,07% | 1,47 CHF | 1,48 CHF | 120 000 | 120 000 | 52 614 | 52 614 | 76 791 CHF | 77 485 CHF | 99,11% | 99,11% |
12/11/2024 | 1,07% | 1,46 CHF | 1,47 CHF | 120 000 | 120 000 | 52 354 | 52 354 | 76 744 CHF | 77 447 CHF | 99,30% | 99,30% |
11/11/2024 | 1,08% | 1,46 CHF | 1,47 CHF | 120 000 | 120 000 | 55 486 | 55 486 | 81 571 CHF | 82 366 CHF | 98,94% | 98,94% |
08/11/2024 | 0,83% | 1,47 CHF | 1,49 CHF | 65 000 | 65 000 | 47 466 | 47 466 | 70 362 CHF | 70 970 CHF | 98,72% | 98,72% |
07/11/2024 | 0,81% | 1,47 CHF | 1,49 CHF | 65 000 | 65 000 | 48 839 | 48 839 | 72 211 CHF | 72 812 CHF | 98,41% | 98,41% |