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 | 1,59% | 1,27 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 861 CHF | 99 432 CHF | 96,57% | 96,57% |
19/11/2024 | 1,67% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 593 CHF | 62 631 CHF | 99,18% | 99,18% |
18/11/2024 | 1,83% | 1,26 CHF | 1,28 CHF | 75 000 | 75 000 | 67 449 | 64 079 | 84 139 CHF | 81 281 CHF | 99,06% | 99,06% |
15/11/2024 | 1,78% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 102 CHF | 59 145 CHF | 99,90% | 99,90% |
14/11/2024 | 1,82% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 48 146 | 48 146 | 56 255 CHF | 57 271 CHF | 96,78% | 96,78% |
13/11/2024 | 1,62% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 74 306 | 74 123 | 94 039 CHF | 95 334 CHF | 98,65% | 98,65% |
12/11/2024 | 1,69% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 249 CHF | 62 295 CHF | 95,23% | 95,23% |
11/11/2024 | 1,55% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 373 CHF | 67 410 CHF | 99,36% | 99,36% |
08/11/2024 | 1,60% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 289 CHF | 66 341 CHF | 98,44% | 98,44% |
07/11/2024 | 1,59% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 48 116 | 48 116 | 65 801 CHF | 66 821 CHF | 95,16% | 95,16% |