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 | 1,19% | 1,25 CHF | 1,26 CHF | 92 000 | 92 000 | 41 094 | 41 094 | 52 586 CHF | 53 119 CHF | 99,90% | 99,90% |
19/11/2024 | 1,14% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 51 844 CHF | 52 349 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 1,34 CHF | 1,35 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 53 735 CHF | 54 267 CHF | 99,90% | 99,90% |
15/11/2024 | 1,17% | 1,34 CHF | 1,35 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 49 301 CHF | 49 753 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 1,33 CHF | 1,34 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 54 231 CHF | 54 757 CHF | 100,00% | 100,00% |
13/11/2024 | 1,23% | 1,29 CHF | 1,30 CHF | 92 000 | 92 000 | 41 455 | 41 455 | 52 217 CHF | 52 753 CHF | 98,61% | 99,78% |
12/11/2024 | 1,15% | 1,28 CHF | 1,29 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 54 428 CHF | 54 955 CHF | 100,00% | 100,00% |
11/11/2024 | 2,68% | 1,37 CHF | 1,38 CHF | 90 000 | 90 000 | 22 702 | 22 702 | 29 768 CHF | 30 438 CHF | 99,59% | 99,59% |
08/11/2024 | 1,32% | 1,22 CHF | 1,23 CHF | 94 000 | 94 000 | 42 842 | 42 842 | 50 630 CHF | 51 184 CHF | 98,56% | 98,56% |
07/11/2024 | 1,31% | 1,18 CHF | 1,19 CHF | 96 000 | 96 000 | 42 794 | 42 794 | 50 330 CHF | 50 885 CHF | 100,00% | 100,00% |