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 | 0,82% | 1,28 CHF | 1,29 CHF | 124 000 | 124 000 | 55 090 | 55 090 | 69 008 CHF | 69 560 CHF | 99,89% | 99,89% |
19/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 122 000 | 122 000 | 53 230 | 53 230 | 64 737 CHF | 65 270 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 1,22 CHF | 1,23 CHF | 122 000 | 122 000 | 53 567 | 53 567 | 62 228 CHF | 62 922 CHF | 99,89% | 99,89% |
15/11/2024 | 1,37% | 1,13 CHF | 1,14 CHF | 118 000 | 118 000 | 47 068 | 47 068 | 53 022 CHF | 53 590 CHF | 99,45% | 99,45% |
14/11/2024 | 1,37% | 1,13 CHF | 1,14 CHF | 118 000 | 118 000 | 53 077 | 53 077 | 59 875 CHF | 60 565 CHF | 100,00% | 100,00% |
13/11/2024 | 1,39% | 1,12 CHF | 1,13 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 58 896 CHF | 59 585 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 1,12 CHF | 1,13 CHF | 118 000 | 118 000 | 53 098 | 53 098 | 59 280 CHF | 59 970 CHF | 99,87% | 99,87% |
11/11/2024 | 1,37% | 1,11 CHF | 1,12 CHF | 118 000 | 118 000 | 52 927 | 52 927 | 59 200 CHF | 59 889 CHF | 99,60% | 99,60% |
08/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 120 000 | 120 000 | 54 247 | 54 247 | 61 477 CHF | 62 021 CHF | 99,25% | 99,25% |
07/11/2024 | 1,00% | 1,13 CHF | 1,14 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 59 192 CHF | 59 741 CHF | 99,90% | 99,90% |