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 | 0,71% | 1,46 CHF | 1,47 CHF | 124 000 | 124 000 | 55 095 | 55 095 | 79 222 CHF | 79 774 CHF | 99,90% | 99,90% |
19/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 122 000 | 122 000 | 53 230 | 53 230 | 74 505 CHF | 75 039 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 1,40 CHF | 1,41 CHF | 122 000 | 122 000 | 53 572 | 53 572 | 72 174 CHF | 72 868 CHF | 99,90% | 99,90% |
15/11/2024 | 1,18% | 1,32 CHF | 1,33 CHF | 118 000 | 118 000 | 47 071 | 47 071 | 61 706 CHF | 62 275 CHF | 99,45% | 99,45% |
14/11/2024 | 1,18% | 1,31 CHF | 1,32 CHF | 118 000 | 118 000 | 53 078 | 53 078 | 69 682 CHF | 70 371 CHF | 100,00% | 100,00% |
13/11/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 118 000 | 118 000 | 53 082 | 53 082 | 68 739 CHF | 69 428 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 1,30 CHF | 1,31 CHF | 118 000 | 118 000 | 53 099 | 53 099 | 68 987 CHF | 69 677 CHF | 99,86% | 99,86% |
11/11/2024 | 1,18% | 1,29 CHF | 1,30 CHF | 118 000 | 118 000 | 52 924 | 52 924 | 68 811 CHF | 69 500 CHF | 99,60% | 99,60% |
08/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 120 000 | 120 000 | 54 071 | 54 071 | 71 100 CHF | 71 641 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,31 CHF | 1,32 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 68 723 CHF | 69 273 CHF | 99,90% | 99,90% |