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 | 1,77% | 1,62 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 825 CHF | 128 075 CHF | 98,82% | 98,82% |
19/11/2024 | 1,21% | 1,62 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 102 CHF | 124 602 CHF | 99,84% | 99,84% |
18/11/2024 | 1,34% | 1,67 CHF | 1,69 CHF | 75 000 | 75 000 | 70 274 | 70 274 | 114 345 CHF | 115 845 CHF | 95,61% | 95,61% |
15/11/2024 | 1,25% | 1,62 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 014 CHF | 120 514 CHF | 99,17% | 99,17% |
14/11/2024 | 1,33% | 1,56 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 021 CHF | 113 521 CHF | 99,57% | 99,57% |
13/11/2024 | 1,42% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 104 861 CHF | 106 358 CHF | 99,32% | 99,32% |
12/11/2024 | 1,42% | 1,32 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 039 CHF | 106 539 CHF | 99,36% | 99,36% |
11/11/2024 | 1,33% | 1,51 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 315 CHF | 113 815 CHF | 93,97% | 93,97% |
08/11/2024 | 1,44% | 1,37 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 705 CHF | 105 205 CHF | 99,79% | 99,79% |
07/11/2024 | 1,36% | 1,48 CHF | 1,50 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 110 738 CHF | 112 238 CHF | 96,70% | 96,70% |