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 | 1,72% | 1,05 CHF | 1,06 CHF | 58 000 | 58 000 | 26 296 | 26 296 | 27 383 CHF | 27 783 CHF | 99,37% | 99,37% |
19/11/2024 | 1,72% | 1,04 CHF | 1,05 CHF | 58 000 | 58 000 | 26 256 | 26 256 | 27 267 CHF | 27 667 CHF | 100,00% | 100,00% |
18/11/2024 | 1,58% | 1,10 CHF | 1,11 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 29 083 CHF | 29 477 CHF | 99,87% | 99,87% |
15/11/2024 | 1,65% | 1,14 CHF | 1,15 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 28 465 CHF | 28 863 CHF | 99,72% | 99,72% |
14/11/2024 | 1,52% | 1,16 CHF | 1,17 CHF | 57 000 | 57 000 | 25 344 | 25 344 | 29 931 CHF | 30 315 CHF | 98,67% | 98,67% |
13/11/2024 | 1,56% | 1,22 CHF | 1,23 CHF | 56 000 | 56 000 | 25 775 | 25 775 | 30 044 CHF | 30 437 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 1,15 CHF | 1,16 CHF | 57 000 | 57 000 | 25 584 | 25 584 | 30 582 CHF | 30 970 CHF | 99,88% | 99,88% |
11/11/2024 | 1,55% | 1,21 CHF | 1,22 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 30 426 CHF | 30 815 CHF | 99,76% | 99,76% |
08/11/2024 | 1,69% | 1,14 CHF | 1,15 CHF | 58 000 | 58 000 | 26 549 | 26 549 | 28 390 CHF | 28 792 CHF | 98,52% | 98,52% |
07/11/2024 | 1,55% | 1,07 CHF | 1,08 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 29 758 CHF | 30 157 CHF | 100,00% | 100,00% |