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 | 1,07% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 976 CHF | 122 283 CHF | 98,82% | 98,82% |
19/11/2024 | 0,80% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 238 CHF | 119 195 CHF | 99,94% | 99,94% |
18/11/2024 | 0,84% | 1,60 CHF | 1,62 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 108 888 CHF | 109 764 CHF | 98,08% | 98,08% |
15/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 289 CHF | 115 039 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 512 CHF | 109 262 CHF | 99,57% | 99,57% |
13/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 102 508 CHF | 103 261 CHF | 99,32% | 99,32% |
12/11/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 881 CHF | 103 631 CHF | 99,36% | 99,36% |
11/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 092 CHF | 109 842 CHF | 95,09% | 95,09% |
08/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 902 CHF | 102 652 CHF | 99,79% | 99,79% |
07/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 107 455 CHF | 108 218 CHF | 96,70% | 96,70% |