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 | 1,11% | 1,74 CHF | 1,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 970 CHF | 135 470 CHF | 98,82% | 98,82% |
19/11/2024 | 1,14% | 1,73 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 195 CHF | 132 695 CHF | 99,94% | 99,94% |
18/11/2024 | 1,27% | 1,77 CHF | 1,79 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 120 933 CHF | 122 433 CHF | 98,08% | 98,08% |
15/11/2024 | 1,17% | 1,72 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 182 CHF | 128 682 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 1,67 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 105 CHF | 122 403 CHF | 99,57% | 99,57% |
13/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 114 825 CHF | 115 578 CHF | 99,32% | 99,32% |
12/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 237 CHF | 115 987 CHF | 99,36% | 99,36% |
11/11/2024 | 1,22% | 1,63 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 658 CHF | 123 154 CHF | 95,09% | 95,09% |
08/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 159 CHF | 114 909 CHF | 99,79% | 99,79% |
07/11/2024 | 1,10% | 1,61 CHF | 1,63 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 119 805 CHF | 121 120 CHF | 96,70% | 96,70% |