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 | 1,32% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 32 604 | 32 604 | 38 489 CHF | 38 923 CHF | 98,88% | 98,88% |
19/11/2024 | 1,41% | 1,12 CHF | 1,13 CHF | 70 000 | 70 000 | 32 677 | 32 677 | 36 034 CHF | 36 468 CHF | 97,75% | 97,75% |
18/11/2024 | 1,47% | 1,10 CHF | 1,11 CHF | 70 000 | 70 000 | 32 456 | 32 456 | 34 784 CHF | 35 216 CHF | 99,00% | 99,00% |
15/11/2024 | 1,38% | 1,10 CHF | 1,11 CHF | 70 000 | 70 000 | 32 297 | 32 297 | 36 223 CHF | 36 653 CHF | 98,08% | 98,08% |
14/11/2024 | 1,32% | 1,11 CHF | 1,12 CHF | 70 000 | 70 000 | 32 036 | 32 036 | 37 234 CHF | 37 665 CHF | 94,48% | 94,48% |
13/11/2024 | 1,32% | 1,19 CHF | 1,20 CHF | 70 000 | 70 000 | 32 656 | 32 656 | 38 411 CHF | 38 845 CHF | 98,01% | 98,01% |
12/11/2024 | 1,30% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 32 084 | 32 084 | 38 268 CHF | 38 697 CHF | 97,33% | 97,33% |
11/11/2024 | 1,28% | 1,22 CHF | 1,23 CHF | 70 000 | 70 000 | 32 133 | 32 133 | 39 303 CHF | 39 733 CHF | 97,83% | 97,83% |
08/11/2024 | 1,28% | 1,24 CHF | 1,25 CHF | 70 000 | 70 000 | 32 556 | 32 556 | 39 540 CHF | 39 973 CHF | 95,33% | 95,33% |
07/11/2024 | 1,28% | 1,17 CHF | 1,18 CHF | 70 000 | 70 000 | 32 571 | 32 571 | 39 152 CHF | 39 585 CHF | 98,57% | 98,57% |