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 | 0,76% | 1,37 CHF | 1,38 CHF | 124 000 | 124 000 | 55 091 | 55 091 | 73 956 CHF | 74 508 CHF | 99,89% | 99,89% |
19/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 122 000 | 122 000 | 53 232 | 53 232 | 69 503 CHF | 70 036 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 1,31 CHF | 1,32 CHF | 122 000 | 122 000 | 53 567 | 53 567 | 67 047 CHF | 67 741 CHF | 99,89% | 99,89% |
15/11/2024 | 1,27% | 1,22 CHF | 1,23 CHF | 118 000 | 118 000 | 47 068 | 47 068 | 57 268 CHF | 57 836 CHF | 99,45% | 99,45% |
14/11/2024 | 1,27% | 1,22 CHF | 1,23 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 64 661 CHF | 65 350 CHF | 100,00% | 100,00% |
13/11/2024 | 1,28% | 1,21 CHF | 1,22 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 63 662 CHF | 64 352 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 1,21 CHF | 1,22 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 64 014 CHF | 64 704 CHF | 99,85% | 99,85% |
11/11/2024 | 1,27% | 1,20 CHF | 1,21 CHF | 118 000 | 118 000 | 53 070 | 53 070 | 64 079 CHF | 64 769 CHF | 99,63% | 99,63% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 120 000 | 120 000 | 54 071 | 54 071 | 66 065 CHF | 66 607 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,22 CHF | 1,23 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 63 814 CHF | 64 364 CHF | 99,90% | 99,90% |