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 | 1,02% | 1,01 CHF | 1,02 CHF | 60 000 | 60 000 | 60 000 | 36 514 | 58 320 CHF | 36 051 CHF | 99,61% | 99,61% |
19/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 60 000 | 60 000 | 60 000 | 36 515 | 56 546 CHF | 34 848 CHF | 99,63% | 99,63% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 60 000 | 60 000 | 60 000 | 36 589 | 51 759 CHF | 32 001 CHF | 98,51% | 98,51% |
15/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 70 000 | 60 000 | 61 982 | 36 515 | 52 113 CHF | 30 992 CHF | 99,63% | 99,63% |
14/11/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 60 000 | 60 000 | 68 359 | 36 515 | 54 293 CHF | 29 747 CHF | 99,63% | 99,63% |
13/11/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 70 000 | 60 000 | 60 583 | 36 752 | 53 033 CHF | 32 357 CHF | 96,14% | 96,14% |
12/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 60 000 | 60 000 | 60 000 | 36 523 | 52 326 CHF | 32 226 CHF | 99,51% | 99,51% |
11/11/2024 | 0,98% | 0,93 CHF | 0,94 CHF | 60 000 | 60 000 | 53 289 | 36 595 | 54 024 CHF | 37 102 CHF | 98,42% | 98,42% |
08/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 60 000 | 60 000 | 52 172 | 36 517 | 55 476 CHF | 39 246 CHF | 99,60% | 99,60% |
07/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 60 000 | 60 000 | 53 267 | 39 801 | 58 395 CHF | 43 816 CHF | 57,44% | 57,44% |