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 | 1,35% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 624 CHF | 85 773 CHF | 99,64% | 99,64% |
19/11/2024 | 0,93% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 554 CHF | 73 229 CHF | 96,66% | 96,66% |
18/11/2024 | 1,08% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 47 794 | 44 486 | 71 039 CHF | 66 760 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 867 CHF | 77 662 CHF | 97,65% | 97,65% |
14/11/2024 | 1,47% | 1,57 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 303 CHF | 80 478 CHF | 99,42% | 99,42% |
13/11/2024 | 1,42% | 1,63 CHF | 1,65 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 81 715 CHF | 82 313 CHF | 98,22% | 98,22% |
12/11/2024 | 1,35% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 267 CHF | 88 449 CHF | 99,54% | 99,54% |
11/11/2024 | 1,28% | 1,84 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 028 CHF | 93 213 CHF | 100,00% | 100,00% |
08/11/2024 | 1,36% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 865 CHF | 86 025 CHF | 96,69% | 96,69% |
07/11/2024 | 1,42% | 1,72 CHF | 1,74 CHF | 50 000 | 50 000 | 49 481 | 48 702 | 85 227 CHF | 85 130 CHF | 99,02% | 99,02% |