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 | 1,73% | 1,71 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 520 CHF | 91 079 CHF | 86,76% | 86,76% |
19/11/2024 | 1,44% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 269 CHF | 83 458 CHF | 95,31% | 95,31% |
18/11/2024 | 1,55% | 1,76 CHF | 1,78 CHF | 50 000 | 50 000 | 46 741 | 45 926 | 80 586 CHF | 80 387 CHF | 91,23% | 91,23% |
15/11/2024 | 1,44% | 1,68 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 743 CHF | 85 975 CHF | 98,83% | 98,83% |
14/11/2024 | 1,38% | 1,79 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 663 CHF | 87 867 CHF | 99,40% | 99,40% |
13/11/2024 | 1,43% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 49 644 | 49 555 | 84 068 CHF | 85 125 CHF | 98,80% | 98,80% |
12/11/2024 | 1,31% | 1,75 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 858 CHF | 93 069 CHF | 99,58% | 99,58% |
11/11/2024 | 1,28% | 1,93 CHF | 1,96 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 91 572 CHF | 92 741 CHF | 98,65% | 98,65% |
08/11/2024 | 1,36% | 1,77 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 314 CHF | 90 536 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 1,98 CHF | 2,01 CHF | 50 000 | 50 000 | 48 961 | 48 701 | 98 207 CHF | 98 910 CHF | 98,93% | 98,93% |