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 | 1,20% | 1,67 CHF | 1,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 322 CHF | 128 860 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 019 CHF | 82 054 CHF | 99,99% | 99,99% |
18/11/2024 | 1,40% | 1,65 CHF | 1,67 CHF | 75 000 | 75 000 | 66 990 | 63 971 | 109 709 CHF | 106 117 CHF | 100,00% | 100,00% |
15/11/2024 | 1,34% | 1,60 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 498 CHF | 78 541 CHF | 99,90% | 99,90% |
14/11/2024 | 1,39% | 1,65 CHF | 1,67 CHF | 50 000 | 50 000 | 48 156 | 48 156 | 75 019 CHF | 76 047 CHF | 97,31% | 97,31% |
13/11/2024 | 1,25% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 74 300 | 74 123 | 122 918 CHF | 124 160 CHF | 98,65% | 98,65% |
12/11/2024 | 1,28% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 861 CHF | 81 904 CHF | 96,80% | 96,80% |
11/11/2024 | 1,20% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 998 CHF | 87 032 CHF | 99,56% | 99,56% |
08/11/2024 | 1,22% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 002 CHF | 86 041 CHF | 99,41% | 99,41% |
07/11/2024 | 1,25% | 1,74 CHF | 1,76 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 84 685 CHF | 85 716 CHF | 97,66% | 97,66% |