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 | 2,72% | 1,03 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 607 CHF | 83 857 CHF | 98,82% | 98,82% |
19/11/2024 | 1,88% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 012 CHF | 80 512 CHF | 99,84% | 99,84% |
18/11/2024 | 2,09% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 70 189 | 70 189 | 72 979 CHF | 74 479 CHF | 96,02% | 96,02% |
15/11/2024 | 1,98% | 1,03 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 140 CHF | 76 640 CHF | 100,00% | 100,00% |
14/11/2024 | 2,17% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 429 CHF | 69 929 CHF | 99,57% | 99,57% |
13/11/2024 | 2,40% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 74 809 | 74 442 | 62 262 CHF | 63 454 CHF | 99,32% | 99,32% |
12/11/2024 | 2,40% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 780 CHF | 63 280 CHF | 99,36% | 99,36% |
11/11/2024 | 2,16% | 0,93 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 744 CHF | 70 244 CHF | 93,97% | 93,97% |
08/11/2024 | 2,44% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 653 CHF | 62 153 CHF | 99,79% | 99,79% |
07/11/2024 | 2,20% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 74 215 | 73 692 | 68 578 CHF | 69 578 CHF | 96,70% | 96,70% |