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 | 1,23% | 1,66 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 653 CHF | 128 217 CHF | 89,65% | 89,65% |
19/11/2024 | 1,28% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 615 CHF | 81 656 CHF | 99,08% | 99,08% |
18/11/2024 | 1,40% | 1,64 CHF | 1,66 CHF | 75 000 | 75 000 | 67 256 | 64 108 | 109 539 CHF | 105 763 CHF | 98,85% | 98,85% |
15/11/2024 | 1,37% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 009 CHF | 78 067 CHF | 99,90% | 99,90% |
14/11/2024 | 1,39% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 48 171 | 48 171 | 74 517 CHF | 75 539 CHF | 96,68% | 96,68% |
13/11/2024 | 1,25% | 1,65 CHF | 1,67 CHF | 75 000 | 75 000 | 74 378 | 74 226 | 122 426 CHF | 123 709 CHF | 98,44% | 98,44% |
12/11/2024 | 1,28% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 189 CHF | 81 224 CHF | 86,08% | 86,08% |
11/11/2024 | 1,21% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 431 CHF | 86 472 CHF | 99,36% | 99,36% |
08/11/2024 | 1,25% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 326 CHF | 85 388 CHF | 98,14% | 98,14% |
07/11/2024 | 1,25% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 48 110 | 48 110 | 84 181 CHF | 85 200 CHF | 94,84% | 94,84% |