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 | 1,42% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 274 CHF | 94 608 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 1,22 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 605 CHF | 92 951 CHF | 99,62% | 99,62% |
18/11/2024 | 1,55% | 1,25 CHF | 1,27 CHF | 75 000 | 75 000 | 71 304 | 71 304 | 88 980 CHF | 90 341 CHF | 91,34% | 91,34% |
15/11/2024 | 1,39% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 223 CHF | 98 587 CHF | 99,69% | 99,69% |
14/11/2024 | 1,42% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 391 CHF | 96 753 CHF | 95,56% | 95,56% |
13/11/2024 | 1,42% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 74 351 | 74 351 | 90 835 CHF | 92 127 CHF | 84,33% | 84,33% |
12/11/2024 | 1,36% | 1,26 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 060 CHF | 99 407 CHF | 87,88% | 87,88% |
11/11/2024 | 1,39% | 1,28 CHF | 1,30 CHF | 75 000 | 75 000 | 72 496 | 72 496 | 94 280 CHF | 95 581 CHF | 74,49% | 74,49% |
08/11/2024 | 1,41% | 1,24 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 083 CHF | 94 402 CHF | 99,26% | 99,26% |
07/11/2024 | 1,44% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 73 698 | 73 698 | 93 459 CHF | 94 801 CHF | 98,73% | 98,73% |