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 | 3,86% | 1,24 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 335 CHF | 98 052 CHF | 100,00% | 100,00% |
19/11/2024 | 2,37% | 1,26 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 328 CHF | 95 567 CHF | 100,00% | 100,00% |
18/11/2024 | 2,70% | 1,27 CHF | 1,30 CHF | 75 000 | 75 000 | 68 191 | 63 918 | 85 850 CHF | 82 548 CHF | 99,51% | 99,51% |
15/11/2024 | 2,27% | 1,30 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 564 CHF | 100 824 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 1,39 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 167 CHF | 103 417 CHF | 99,44% | 99,44% |
13/11/2024 | 2,27% | 1,33 CHF | 1,36 CHF | 75 000 | 75 000 | 74 482 | 74 373 | 98 232 CHF | 100 329 CHF | 98,87% | 98,87% |
12/11/2024 | 2,17% | 1,35 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 194 CHF | 105 462 CHF | 100,00% | 100,00% |
11/11/2024 | 2,10% | 1,42 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 975 CHF | 109 249 CHF | 100,00% | 100,00% |
08/11/2024 | 2,12% | 1,40 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 945 CHF | 108 210 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 1,40 CHF | 1,43 CHF | 75 000 | 75 000 | 73 182 | 72 402 | 105 023 CHF | 106 131 CHF | 99,06% | 99,06% |