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 | 3,07% | 1,57 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 206 CHF | 122 923 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 1,59 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 148 CHF | 120 384 CHF | 100,00% | 100,00% |
18/11/2024 | 2,14% | 1,60 CHF | 1,63 CHF | 75 000 | 75 000 | 67 242 | 63 918 | 106 913 CHF | 103 688 CHF | 99,51% | 99,51% |
15/11/2024 | 1,82% | 1,63 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 383 CHF | 125 644 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 1,72 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 058 CHF | 128 308 CHF | 99,44% | 99,44% |
13/11/2024 | 1,82% | 1,66 CHF | 1,69 CHF | 75 000 | 75 000 | 74 482 | 74 373 | 122 908 CHF | 124 968 CHF | 98,88% | 98,88% |
12/11/2024 | 1,76% | 1,68 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 053 CHF | 130 323 CHF | 100,00% | 100,00% |
11/11/2024 | 1,71% | 1,75 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 814 CHF | 134 083 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 1,73 CHF | 1,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 748 CHF | 133 009 CHF | 100,00% | 100,00% |
07/11/2024 | 1,76% | 1,73 CHF | 1,76 CHF | 75 000 | 75 000 | 72 662 | 72 402 | 128 313 CHF | 130 076 CHF | 99,06% | 99,06% |