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 | 1,61% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 377 CHF | 90 823 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 107 CHF | 85 557 CHF | 92,79% | 92,79% |
18/11/2024 | 1,74% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 69 486 | 63 972 | 83 513 CHF | 78 172 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 842 CHF | 95 276 CHF | 100,00% | 100,00% |
14/11/2024 | 1,54% | 1,29 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 089 CHF | 93 516 CHF | 99,26% | 99,26% |
13/11/2024 | 1,70% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 74 418 | 74 106 | 84 118 CHF | 85 203 CHF | 96,42% | 96,42% |
12/11/2024 | 1,50% | 1,24 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 517 CHF | 98 987 CHF | 99,09% | 99,09% |
11/11/2024 | 1,43% | 1,35 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 298 CHF | 101 744 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 510 CHF | 95 945 CHF | 99,75% | 99,75% |
07/11/2024 | 1,48% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 73 458 | 72 667 | 95 335 CHF | 95 731 CHF | 98,69% | 98,69% |