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 | 1,57% | 1,29 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 081 CHF | 100 648 CHF | 100,00% | 100,00% |
19/11/2024 | 1,65% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 373 CHF | 63 410 CHF | 99,99% | 99,99% |
18/11/2024 | 1,82% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 67 304 | 63 971 | 85 123 CHF | 82 266 CHF | 100,00% | 100,00% |
15/11/2024 | 1,73% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 114 CHF | 60 144 CHF | 99,90% | 99,90% |
14/11/2024 | 1,80% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 48 156 | 48 156 | 57 277 CHF | 58 299 CHF | 97,31% | 97,31% |
13/11/2024 | 1,61% | 1,28 CHF | 1,30 CHF | 75 000 | 75 000 | 74 306 | 74 123 | 95 279 CHF | 96 578 CHF | 98,65% | 98,65% |
12/11/2024 | 1,65% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 408 CHF | 63 445 CHF | 96,80% | 96,80% |
11/11/2024 | 1,53% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 350 CHF | 68 385 CHF | 99,56% | 99,56% |
08/11/2024 | 1,56% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 418 CHF | 67 459 CHF | 99,41% | 99,41% |
07/11/2024 | 1,56% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 48 045 | 48 045 | 66 722 CHF | 67 733 CHF | 97,66% | 97,66% |