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 | 1,15% | 1,76 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 542 CHF | 136 100 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 1,72 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 822 CHF | 86 845 CHF | 99,99% | 99,99% |
18/11/2024 | 1,32% | 1,74 CHF | 1,76 CHF | 75 000 | 75 000 | 65 074 | 63 971 | 112 791 CHF | 112 255 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 253 CHF | 83 280 CHF | 99,90% | 99,90% |
14/11/2024 | 1,29% | 1,74 CHF | 1,77 CHF | 50 000 | 50 000 | 48 156 | 48 156 | 79 596 CHF | 80 613 CHF | 97,31% | 97,31% |
13/11/2024 | 1,18% | 1,75 CHF | 1,77 CHF | 75 000 | 75 000 | 74 184 | 74 123 | 129 809 CHF | 131 234 CHF | 98,65% | 98,65% |
12/11/2024 | 1,21% | 1,65 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 589 CHF | 86 630 CHF | 96,80% | 96,80% |
11/11/2024 | 1,15% | 1,81 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 770 CHF | 91 816 CHF | 99,56% | 99,56% |
08/11/2024 | 1,15% | 1,80 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 728 CHF | 90 770 CHF | 99,41% | 99,41% |
07/11/2024 | 1,17% | 1,84 CHF | 1,86 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 89 292 CHF | 90 311 CHF | 97,66% | 97,66% |