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 | 1,05% | 1,02 CHF | 1,03 CHF | 130 000 | 130 000 | 59 912 | 59 912 | 59 469 CHF | 60 070 CHF | 93,89% | 93,89% |
19/11/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 130 000 | 130 000 | 58 785 | 58 785 | 56 155 CHF | 56 746 CHF | 94,78% | 94,78% |
18/11/2024 | 1,17% | 0,96 CHF | 0,97 CHF | 130 000 | 130 000 | 58 985 | 58 985 | 52 830 CHF | 53 423 CHF | 96,78% | 96,78% |
15/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 51 946 | 51 946 | 44 781 CHF | 45 302 CHF | 94,41% | 94,41% |
14/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 130 000 | 130 000 | 59 777 | 59 777 | 51 549 CHF | 52 148 CHF | 95,39% | 95,39% |
13/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 60 179 | 60 179 | 50 986 CHF | 51 590 CHF | 96,45% | 96,45% |
12/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 60 289 | 60 289 | 51 353 CHF | 51 958 CHF | 95,19% | 95,19% |
11/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 59 626 | 59 626 | 51 069 CHF | 51 667 CHF | 96,66% | 96,66% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 130 000 | 130 000 | 62 003 | 62 003 | 54 125 CHF | 54 747 CHF | 94,56% | 94,56% |
07/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 58 535 | 58 535 | 50 838 CHF | 51 426 CHF | 93,68% | 93,68% |