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 | 1,23% | 1,21 CHF | 1,22 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 50 692 CHF | 51 225 CHF | 99,90% | 99,90% |
19/11/2024 | 1,18% | 1,30 CHF | 1,31 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 50 098 CHF | 50 603 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 1,30 CHF | 1,31 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 51 863 CHF | 52 395 CHF | 99,90% | 99,90% |
15/11/2024 | 1,22% | 1,29 CHF | 1,30 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 47 565 CHF | 48 017 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 1,29 CHF | 1,30 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 52 395 CHF | 52 921 CHF | 100,00% | 100,00% |
13/11/2024 | 1,28% | 1,24 CHF | 1,25 CHF | 92 000 | 92 000 | 41 455 | 41 455 | 50 323 CHF | 50 859 CHF | 98,61% | 99,79% |
12/11/2024 | 1,19% | 1,24 CHF | 1,25 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 52 587 CHF | 53 115 CHF | 100,00% | 100,00% |
11/11/2024 | 2,78% | 1,33 CHF | 1,34 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 28 712 CHF | 29 382 CHF | 99,56% | 99,56% |
08/11/2024 | 1,38% | 1,18 CHF | 1,19 CHF | 94 000 | 94 000 | 42 853 | 42 853 | 48 689 CHF | 49 243 CHF | 98,50% | 98,50% |
07/11/2024 | 1,36% | 1,13 CHF | 1,14 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 48 389 CHF | 48 944 CHF | 100,00% | 100,00% |