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 | 1,52% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 526 CHF | 80 742 CHF | 100,00% | 100,00% |
19/11/2024 | 1,75% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 954 CHF | 86 454 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 977 CHF | 61 917 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 930 CHF | 62 930 CHF | 99,99% | 99,99% |
14/11/2024 | 1,49% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 479 CHF | 75 596 CHF | 99,52% | 99,52% |
13/11/2024 | 1,30% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 49 835 | 49 588 | 78 266 CHF | 78 887 CHF | 71,44% | 71,44% |
12/11/2024 | 1,14% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 490 CHF | 88 490 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 1,76 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 815 CHF | 88 815 CHF | 96,53% | 96,53% |
08/11/2024 | 1,20% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 135 CHF | 84 135 CHF | 92,92% | 92,92% |
07/11/2024 | 1,36% | 1,66 CHF | 1,68 CHF | 50 000 | 50 000 | 49 448 | 48 703 | 82 152 CHF | 82 006 CHF | 99,12% | 99,12% |