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 | 1,09% | 1,84 CHF | 1,86 CHF | 60 000 | 60 000 | 58 222 | 58 222 | 110 048 CHF | 111 216 CHF | 99,41% | 99,41% |
19/11/2024 | 1,11% | 1,82 CHF | 1,84 CHF | 60 000 | 60 000 | 58 318 | 58 318 | 107 803 CHF | 108 973 CHF | 99,90% | 99,90% |
18/11/2024 | 1,09% | 1,87 CHF | 1,89 CHF | 60 000 | 60 000 | 59 609 | 59 609 | 109 396 CHF | 110 589 CHF | 99,88% | 99,88% |
15/11/2024 | 1,11% | 1,82 CHF | 1,84 CHF | 60 000 | 60 000 | 59 762 | 59 762 | 107 168 CHF | 108 363 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 1,76 CHF | 1,78 CHF | 60 000 | 60 000 | 59 934 | 59 934 | 101 827 CHF | 103 026 CHF | 98,62% | 98,62% |
13/11/2024 | 1,24% | 1,63 CHF | 1,65 CHF | 60 000 | 60 000 | 64 931 | 64 931 | 104 711 CHF | 106 010 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 1,53 CHF | 1,55 CHF | 70 000 | 70 000 | 60 095 | 60 095 | 96 448 CHF | 97 651 CHF | 99,87% | 99,87% |
11/11/2024 | 1,18% | 1,72 CHF | 1,74 CHF | 60 000 | 60 000 | 59 469 | 59 469 | 101 331 CHF | 102 521 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 1,57 CHF | 1,59 CHF | 70 000 | 70 000 | 68 399 | 68 399 | 108 527 CHF | 109 898 CHF | 98,29% | 98,29% |
07/11/2024 | 1,18% | 1,69 CHF | 1,71 CHF | 60 000 | 60 000 | 59 048 | 59 048 | 100 820 CHF | 102 003 CHF | 100,00% | 100,00% |