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 | 1,01% | 1,91 CHF | 1,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 147 397 CHF | 148 897 CHF | 98,82% | 98,82% |
19/11/2024 | 1,03% | 1,90 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 537 CHF | 146 037 CHF | 99,94% | 99,94% |
18/11/2024 | 1,15% | 1,95 CHF | 1,97 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 133 361 CHF | 134 861 CHF | 98,08% | 98,08% |
15/11/2024 | 1,06% | 1,90 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 484 CHF | 141 984 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 1,85 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 182 CHF | 135 682 CHF | 99,57% | 99,57% |
13/11/2024 | 1,17% | 1,72 CHF | 1,74 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 127 555 CHF | 129 051 CHF | 99,32% | 99,32% |
12/11/2024 | 1,16% | 1,64 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 116 CHF | 129 616 CHF | 99,36% | 99,36% |
11/11/2024 | 1,11% | 1,81 CHF | 1,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 714 CHF | 136 214 CHF | 95,09% | 95,09% |
08/11/2024 | 1,17% | 1,68 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 952 CHF | 128 452 CHF | 99,79% | 99,79% |
07/11/2024 | 1,13% | 1,78 CHF | 1,80 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 132 612 CHF | 134 112 CHF | 96,70% | 96,70% |