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 | 1,29% | 1,51 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 264 CHF | 115 750 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 1,52 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 467 CHF | 113 944 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 1,53 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 688 CHF | 115 188 CHF | 99,51% | 99,51% |
15/11/2024 | 1,28% | 1,56 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 838 CHF | 119 357 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 1,65 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 601 CHF | 122 101 CHF | 99,44% | 99,44% |
13/11/2024 | 1,28% | 1,59 CHF | 1,61 CHF | 75 000 | 75 000 | 74 482 | 74 373 | 117 523 CHF | 118 848 CHF | 98,88% | 98,88% |
12/11/2024 | 1,23% | 1,61 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 606 CHF | 124 128 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 1,68 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 341 CHF | 127 867 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 419 CHF | 126 930 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 72 662 | 72 402 | 123 187 CHF | 124 245 CHF | 99,06% | 99,06% |