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 | 1,08% | 1,76 CHF | 1,78 CHF | 80 000 | 80 000 | 71 128 | 71 128 | 130 882 CHF | 132 305 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 1,78 CHF | 1,80 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 138 522 CHF | 140 122 CHF | 99,84% | 99,84% |
18/11/2024 | 1,12% | 1,75 CHF | 1,77 CHF | 80 000 | 80 000 | 78 127 | 78 127 | 138 159 CHF | 139 722 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 1,79 CHF | 1,81 CHF | 70 000 | 70 000 | 72 591 | 72 591 | 132 029 CHF | 133 481 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 1,77 CHF | 1,79 CHF | 80 000 | 80 000 | 79 024 | 79 024 | 140 940 CHF | 142 520 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 1,85 CHF | 1,87 CHF | 70 000 | 70 000 | 76 483 | 76 483 | 135 481 CHF | 137 011 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 1,78 CHF | 1,80 CHF | 80 000 | 80 000 | 72 214 | 72 214 | 131 654 CHF | 133 099 CHF | 99,85% | 99,85% |
11/11/2024 | 1,02% | 1,91 CHF | 1,93 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 136 983 CHF | 138 383 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 1,85 CHF | 1,87 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 130 609 CHF | 132 009 CHF | 98,58% | 98,58% |
07/11/2024 | 1,09% | 1,80 CHF | 1,82 CHF | 80 000 | 80 000 | 73 479 | 73 479 | 134 187 CHF | 135 657 CHF | 100,00% | 100,00% |