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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,22% | 1,27 CHF | 1,28 CHF | 70 000 | 70 000 | 28 575 | 28 575 | 36 413 CHF | 36 794 CHF | 93,85% | 93,85% |
22/11/2024 | 1,20% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 28 581 | 28 581 | 37 201 CHF | 37 575 CHF | 95,16% | 95,16% |
20/11/2024 | 1,21% | 1,27 CHF | 1,28 CHF | 60 000 | 60 000 | 29 845 | 29 845 | 38 496 CHF | 38 903 CHF | 94,16% | 94,16% |
19/11/2024 | 1,25% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 32 199 | 32 199 | 40 053 CHF | 40 482 CHF | 94,83% | 94,83% |
18/11/2024 | 1,25% | 1,23 CHF | 1,24 CHF | 70 000 | 70 000 | 22 598 | 22 598 | 27 923 CHF | 28 226 CHF | 94,90% | 94,90% |
15/11/2024 | 1,28% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 31 939 | 31 939 | 39 194 CHF | 39 623 CHF | 96,46% | 96,46% |
14/11/2024 | 1,33% | 1,20 CHF | 1,21 CHF | 70 000 | 70 000 | 32 227 | 32 227 | 37 821 CHF | 38 251 CHF | 97,99% | 97,99% |
13/11/2024 | 1,34% | 1,19 CHF | 1,20 CHF | 70 000 | 70 000 | 32 636 | 32 636 | 38 100 CHF | 38 533 CHF | 95,24% | 95,24% |
12/11/2024 | 1,27% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 31 954 | 31 954 | 38 427 CHF | 38 854 CHF | 93,99% | 93,99% |
11/11/2024 | 3,88% | 1,26 CHF | 1,27 CHF | 70 000 | 70 000 | 11 325 | 11 325 | 14 378 CHF | 14 812 CHF | 94,13% | 94,13% |