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 | 1,54% | 1,24 CHF | 1,26 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 69 704 CHF | 70 784 CHF | 100,00% | 100,00% |
19/11/2024 | 1,60% | 1,27 CHF | 1,29 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 66 912 CHF | 67 992 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 1,25 CHF | 1,27 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 67 133 CHF | 68 213 CHF | 100,00% | 100,00% |
15/11/2024 | 1,53% | 1,26 CHF | 1,28 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 70 285 CHF | 71 365 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 1,39 CHF | 1,41 CHF | 54 000 | 54 000 | 53 976 | 53 976 | 71 705 CHF | 72 785 CHF | 100,00% | 100,00% |
13/11/2024 | 1,63% | 1,23 CHF | 1,25 CHF | 54 000 | 54 000 | 54 210 | 54 210 | 66 110 CHF | 67 194 CHF | 100,00% | 100,00% |
12/11/2024 | 1,52% | 1,26 CHF | 1,28 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 70 631 CHF | 71 711 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 1,44 CHF | 1,46 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 75 568 CHF | 76 608 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 1,39 CHF | 1,41 CHF | 54 000 | 54 000 | 52 727 | 52 727 | 74 659 CHF | 75 713 CHF | 100,00% | 100,00% |
07/11/2024 | 1,29% | 1,50 CHF | 1,52 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 80 250 CHF | 81 290 CHF | 100,00% | 100,00% |