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 | 1,82% | 1,61 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 870 CHF | 124 109 CHF | 100,00% | 100,00% |
19/11/2024 | 1,85% | 1,62 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 208 CHF | 122 448 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 1,63 CHF | 1,66 CHF | 75 000 | 75 000 | 67 242 | 63 918 | 108 806 CHF | 105 485 CHF | 99,51% | 99,51% |
15/11/2024 | 1,79% | 1,66 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 174 CHF | 127 431 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 1,74 CHF | 1,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 707 CHF | 129 957 CHF | 99,44% | 99,44% |
13/11/2024 | 1,79% | 1,68 CHF | 1,71 CHF | 75 000 | 75 000 | 74 470 | 74 373 | 124 613 CHF | 126 693 CHF | 98,88% | 98,88% |
12/11/2024 | 1,73% | 1,71 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 129 784 CHF | 132 050 CHF | 100,00% | 100,00% |
11/11/2024 | 1,68% | 1,77 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 405 CHF | 135 671 CHF | 100,00% | 100,00% |
08/11/2024 | 1,70% | 1,76 CHF | 1,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 389 CHF | 134 662 CHF | 100,00% | 100,00% |
07/11/2024 | 1,74% | 1,75 CHF | 1,78 CHF | 75 000 | 75 000 | 72 662 | 72 402 | 129 831 CHF | 131 585 CHF | 99,06% | 99,06% |