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 | 0,81% | 1,24 CHF | 1,25 CHF | 80 000 | 80 000 | 36 577 | 36 577 | 45 746 CHF | 46 112 CHF | 99,37% | 99,37% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 82 000 | 82 000 | 36 854 | 36 854 | 48 225 CHF | 48 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 82 000 | 82 000 | 36 774 | 36 774 | 49 563 CHF | 49 932 CHF | 99,65% | 99,65% |
15/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 82 000 | 82 000 | 36 734 | 36 734 | 48 170 CHF | 48 538 CHF | 99,71% | 99,71% |
14/11/2024 | 0,80% | 1,32 CHF | 1,33 CHF | 82 000 | 82 000 | 36 160 | 36 160 | 46 408 CHF | 46 770 CHF | 98,61% | 98,61% |
13/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 81 000 | 81 000 | 36 666 | 36 666 | 45 992 CHF | 46 359 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 45 282 CHF | 45 648 CHF | 99,88% | 99,88% |
11/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 43 054 CHF | 43 411 CHF | 99,90% | 99,90% |
08/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 43 817 CHF | 44 183 CHF | 99,04% | 99,04% |
07/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 43 589 CHF | 43 949 CHF | 99,90% | 99,90% |