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 | 0,79% | 1,32 CHF | 1,33 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 71 250 CHF | 71 802 CHF | 99,90% | 99,90% |
19/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 122 000 | 122 000 | 53 232 | 53 232 | 66 875 CHF | 67 408 CHF | 100,00% | 100,00% |
18/11/2024 | 1,32% | 1,26 CHF | 1,27 CHF | 122 000 | 122 000 | 53 568 | 53 568 | 64 373 CHF | 65 066 CHF | 99,89% | 99,89% |
15/11/2024 | 1,32% | 1,17 CHF | 1,18 CHF | 118 000 | 118 000 | 47 069 | 47 069 | 54 898 CHF | 55 466 CHF | 99,45% | 99,45% |
14/11/2024 | 1,32% | 1,17 CHF | 1,18 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 61 986 CHF | 62 676 CHF | 100,00% | 100,00% |
13/11/2024 | 1,34% | 1,16 CHF | 1,17 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 61 008 CHF | 61 697 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 1,16 CHF | 1,17 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 61 377 CHF | 62 067 CHF | 99,85% | 99,85% |
11/11/2024 | 1,32% | 1,15 CHF | 1,16 CHF | 118 000 | 118 000 | 52 928 | 52 928 | 61 297 CHF | 61 986 CHF | 99,57% | 99,57% |
08/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 120 000 | 120 000 | 54 259 | 54 259 | 63 646 CHF | 64 190 CHF | 99,19% | 99,19% |
07/11/2024 | 0,97% | 1,17 CHF | 1,18 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 61 273 CHF | 61 823 CHF | 99,90% | 99,90% |