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 | 1,36% | 1,32 CHF | 1,33 CHF | 58 000 | 58 000 | 26 297 | 26 297 | 34 494 CHF | 34 893 CHF | 99,36% | 99,36% |
19/11/2024 | 1,37% | 1,31 CHF | 1,32 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 34 349 CHF | 34 749 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 1,37 CHF | 1,38 CHF | 57 000 | 57 000 | 25 887 | 25 887 | 36 088 CHF | 36 482 CHF | 99,87% | 99,87% |
15/11/2024 | 1,32% | 1,41 CHF | 1,42 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 35 516 CHF | 35 914 CHF | 99,72% | 99,72% |
14/11/2024 | 1,24% | 1,43 CHF | 1,44 CHF | 57 000 | 57 000 | 25 345 | 25 345 | 36 823 CHF | 37 206 CHF | 98,65% | 98,65% |
13/11/2024 | 1,27% | 1,49 CHF | 1,50 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 36 988 CHF | 37 380 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 1,42 CHF | 1,43 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 37 477 CHF | 37 864 CHF | 99,88% | 99,88% |
11/11/2024 | 1,26% | 1,47 CHF | 1,48 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 37 253 CHF | 37 642 CHF | 99,76% | 99,76% |
08/11/2024 | 1,35% | 1,41 CHF | 1,42 CHF | 58 000 | 58 000 | 26 550 | 26 550 | 35 449 CHF | 35 851 CHF | 98,52% | 98,52% |
07/11/2024 | 1,26% | 1,33 CHF | 1,34 CHF | 59 000 | 59 000 | 26 262 | 26 262 | 36 763 CHF | 37 162 CHF | 100,00% | 100,00% |