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 | 1,48% | 1,35 CHF | 1,36 CHF | 70 000 | 70 000 | 29 857 | 29 857 | 38 583 CHF | 39 088 CHF | 99,10% | 99,10% |
19/11/2024 | 1,56% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 28 300 | 28 300 | 34 551 CHF | 35 028 CHF | 91,06% | 91,06% |
18/11/2024 | 1,72% | 1,23 CHF | 1,24 CHF | 70 000 | 70 000 | 31 522 | 31 522 | 35 050 CHF | 35 550 CHF | 94,12% | 94,12% |
15/11/2024 | 1,72% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 28 304 | 28 304 | 29 717 CHF | 30 142 CHF | 89,92% | 89,92% |
14/11/2024 | 1,71% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 32 687 | 32 687 | 34 342 CHF | 34 849 CHF | 94,86% | 94,86% |
13/11/2024 | 1,75% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 32 728 | 32 728 | 33 615 CHF | 34 120 CHF | 99,11% | 99,11% |
12/11/2024 | 1,72% | 1,04 CHF | 1,05 CHF | 70 000 | 70 000 | 32 199 | 32 199 | 33 472 CHF | 33 977 CHF | 92,78% | 92,78% |
11/11/2024 | 1,71% | 1,03 CHF | 1,04 CHF | 70 000 | 70 000 | 31 838 | 31 838 | 33 240 CHF | 33 740 CHF | 95,13% | 95,13% |
08/11/2024 | 1,67% | 1,06 CHF | 1,07 CHF | 70 000 | 70 000 | 31 392 | 31 392 | 33 974 CHF | 34 474 CHF | 93,27% | 93,27% |
07/11/2024 | 1,67% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 30 990 | 30 990 | 33 355 CHF | 33 840 CHF | 92,19% | 92,19% |