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 | 0,95% | 1,05 CHF | 1,06 CHF | 80 000 | 80 000 | 36 573 | 36 573 | 38 981 CHF | 39 347 CHF | 99,33% | 99,33% |
19/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 82 000 | 82 000 | 36 854 | 36 854 | 41 450 CHF | 41 819 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 82 000 | 82 000 | 36 830 | 36 830 | 42 788 CHF | 43 157 CHF | 99,77% | 99,77% |
15/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 41 432 CHF | 41 800 CHF | 99,90% | 99,90% |
14/11/2024 | 0,94% | 1,14 CHF | 1,15 CHF | 82 000 | 82 000 | 36 164 | 36 164 | 39 758 CHF | 40 120 CHF | 98,51% | 98,51% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 39 235 CHF | 39 602 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 81 000 | 81 000 | 36 561 | 36 561 | 38 545 CHF | 38 912 CHF | 99,88% | 99,88% |
11/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 80 000 | 80 000 | 35 643 | 35 643 | 36 480 CHF | 36 837 CHF | 99,90% | 99,90% |
08/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 37 154 CHF | 37 521 CHF | 99,05% | 99,05% |
07/11/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 37 045 CHF | 37 405 CHF | 99,90% | 99,90% |