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 | 1,32% | 1,46 CHF | 1,48 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 81 415 CHF | 82 495 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 1,48 CHF | 1,50 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 78 590 CHF | 79 670 CHF | 100,00% | 100,00% |
18/11/2024 | 1,36% | 1,47 CHF | 1,49 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 78 816 CHF | 79 896 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 1,48 CHF | 1,50 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 81 966 CHF | 83 046 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 1,61 CHF | 1,63 CHF | 54 000 | 54 000 | 53 976 | 53 976 | 83 387 CHF | 84 467 CHF | 100,00% | 100,00% |
13/11/2024 | 1,38% | 1,45 CHF | 1,47 CHF | 54 000 | 54 000 | 54 210 | 54 210 | 77 875 CHF | 78 960 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 1,48 CHF | 1,50 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 82 352 CHF | 83 432 CHF | 100,00% | 100,00% |
11/11/2024 | 1,19% | 1,65 CHF | 1,67 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 86 852 CHF | 87 892 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 1,60 CHF | 1,62 CHF | 54 000 | 54 000 | 52 727 | 52 727 | 86 026 CHF | 87 081 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 1,72 CHF | 1,74 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 91 494 CHF | 92 534 CHF | 100,00% | 100,00% |