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 | 1,19% | 1,59 CHF | 1,61 CHF | 70 000 | 70 000 | 69 970 | 69 970 | 117 006 CHF | 118 406 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 1,59 CHF | 1,61 CHF | 70 000 | 70 000 | 69 964 | 69 964 | 107 919 CHF | 109 319 CHF | 99,85% | 99,85% |
18/11/2024 | 1,24% | 1,57 CHF | 1,59 CHF | 70 000 | 70 000 | 69 984 | 69 984 | 111 880 CHF | 113 280 CHF | 99,97% | 99,97% |
15/11/2024 | 1,19% | 1,64 CHF | 1,66 CHF | 70 000 | 70 000 | 69 960 | 69 960 | 116 760 CHF | 118 160 CHF | 99,98% | 99,98% |
14/11/2024 | 1,23% | 1,61 CHF | 1,63 CHF | 70 000 | 70 000 | 69 984 | 69 984 | 113 358 CHF | 114 758 CHF | 100,00% | 100,00% |
13/11/2024 | 1,25% | 1,69 CHF | 1,71 CHF | 70 000 | 70 000 | 69 969 | 69 969 | 111 851 CHF | 113 251 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 1,61 CHF | 1,63 CHF | 70 000 | 70 000 | 69 994 | 69 994 | 115 831 CHF | 117 231 CHF | 99,85% | 99,85% |
11/11/2024 | 1,11% | 1,75 CHF | 1,77 CHF | 70 000 | 70 000 | 69 979 | 69 979 | 125 290 CHF | 126 690 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 1,69 CHF | 1,71 CHF | 70 000 | 70 000 | 69 970 | 69 970 | 118 438 CHF | 119 838 CHF | 98,88% | 98,88% |
07/11/2024 | 1,20% | 1,62 CHF | 1,64 CHF | 70 000 | 70 000 | 69 980 | 69 980 | 115 906 CHF | 117 306 CHF | 99,92% | 99,92% |