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 | 0,88% | 1,19 CHF | 1,20 CHF | 124 000 | 124 000 | 55 094 | 55 094 | 64 119 CHF | 64 671 CHF | 99,90% | 99,90% |
19/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 122 000 | 122 000 | 53 232 | 53 232 | 59 995 CHF | 60 529 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 1,13 CHF | 1,14 CHF | 122 000 | 122 000 | 53 571 | 53 571 | 57 425 CHF | 58 119 CHF | 99,90% | 99,90% |
15/11/2024 | 1,48% | 1,04 CHF | 1,05 CHF | 118 000 | 118 000 | 47 070 | 47 070 | 48 800 CHF | 49 368 CHF | 99,45% | 99,45% |
14/11/2024 | 1,48% | 1,04 CHF | 1,05 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 55 113 CHF | 55 803 CHF | 100,00% | 100,00% |
13/11/2024 | 1,51% | 1,03 CHF | 1,04 CHF | 118 000 | 118 000 | 53 082 | 53 082 | 54 167 CHF | 54 857 CHF | 100,00% | 100,00% |
12/11/2024 | 1,49% | 1,03 CHF | 1,04 CHF | 118 000 | 118 000 | 53 101 | 53 101 | 54 551 CHF | 55 241 CHF | 99,85% | 99,85% |
11/11/2024 | 1,48% | 1,02 CHF | 1,03 CHF | 118 000 | 118 000 | 52 926 | 52 926 | 54 490 CHF | 55 179 CHF | 99,61% | 99,61% |
08/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 120 000 | 120 000 | 54 069 | 54 069 | 56 520 CHF | 57 062 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 1,04 CHF | 1,05 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 54 599 CHF | 55 149 CHF | 99,90% | 99,90% |