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 | 1,38% | 1,48 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 054 CHF | 114 623 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 584 CHF | 72 624 CHF | 99,99% | 99,99% |
18/11/2024 | 1,57% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 67 280 | 63 971 | 97 496 CHF | 94 037 CHF | 100,00% | 100,00% |
15/11/2024 | 1,51% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 169 CHF | 69 207 CHF | 99,90% | 99,90% |
14/11/2024 | 1,58% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 48 156 | 48 156 | 66 019 CHF | 67 050 CHF | 97,31% | 97,31% |
13/11/2024 | 1,41% | 1,47 CHF | 1,49 CHF | 75 000 | 75 000 | 74 306 | 74 123 | 108 950 CHF | 110 215 CHF | 98,65% | 98,65% |
12/11/2024 | 1,45% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 517 CHF | 72 559 CHF | 96,80% | 96,80% |
11/11/2024 | 1,32% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 558 CHF | 77 579 CHF | 99,56% | 99,56% |
08/11/2024 | 1,36% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 590 CHF | 76 625 CHF | 99,41% | 99,41% |
07/11/2024 | 1,40% | 1,55 CHF | 1,58 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 75 605 CHF | 76 634 CHF | 97,66% | 97,66% |