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 | 1,39% | 1,46 CHF | 1,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 201 CHF | 113 769 CHF | 89,77% | 89,77% |
19/11/2024 | 1,46% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 022 CHF | 72 065 CHF | 99,08% | 99,08% |
18/11/2024 | 1,59% | 1,44 CHF | 1,47 CHF | 75 000 | 75 000 | 67 376 | 64 108 | 96 800 CHF | 93 454 CHF | 98,85% | 98,85% |
15/11/2024 | 1,54% | 1,40 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 462 CHF | 68 509 CHF | 99,90% | 99,90% |
14/11/2024 | 1,58% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 48 171 | 48 171 | 65 315 CHF | 66 338 CHF | 96,68% | 96,68% |
13/11/2024 | 1,42% | 1,45 CHF | 1,48 CHF | 75 000 | 75 000 | 74 378 | 74 226 | 108 165 CHF | 109 476 CHF | 98,44% | 98,44% |
12/11/2024 | 1,48% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 647 CHF | 71 699 CHF | 94,92% | 94,92% |
11/11/2024 | 1,36% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 843 CHF | 76 881 CHF | 99,36% | 99,36% |
08/11/2024 | 1,41% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 727 CHF | 75 786 CHF | 98,14% | 98,14% |
07/11/2024 | 1,39% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 48 112 | 48 112 | 74 932 CHF | 75 949 CHF | 94,94% | 94,94% |