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 | 1,08% | 1,67 CHF | 1,68 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 43 644 CHF | 44 043 CHF | 99,06% | 99,06% |
19/11/2024 | 1,08% | 1,66 CHF | 1,67 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 43 610 CHF | 44 009 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 1,73 CHF | 1,74 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 45 252 CHF | 45 646 CHF | 99,87% | 99,87% |
15/11/2024 | 1,05% | 1,76 CHF | 1,77 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 44 729 CHF | 45 127 CHF | 99,72% | 99,72% |
14/11/2024 | 1,00% | 1,79 CHF | 1,80 CHF | 57 000 | 57 000 | 25 379 | 25 379 | 45 849 CHF | 46 233 CHF | 98,42% | 98,42% |
13/11/2024 | 1,02% | 1,84 CHF | 1,85 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 46 074 CHF | 46 467 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,77 CHF | 1,78 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 46 471 CHF | 46 859 CHF | 99,88% | 99,88% |
11/11/2024 | 1,02% | 1,83 CHF | 1,84 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 46 167 CHF | 46 556 CHF | 99,76% | 99,76% |
08/11/2024 | 1,07% | 1,76 CHF | 1,77 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 44 680 CHF | 45 082 CHF | 98,52% | 98,52% |
07/11/2024 | 1,01% | 1,68 CHF | 1,69 CHF | 59 000 | 59 000 | 26 260 | 26 260 | 45 886 CHF | 46 285 CHF | 100,00% | 100,00% |