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 | 0,64% | 1,44 CHF | 1,45 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 233 125 CHF | 78 208 CHF | 99,37% | 99,37% |
19/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 150 000 | 50 000 | 105 112 | 64 973 | 150 659 CHF | 93 152 CHF | 98,83% | 98,83% |
18/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 590 CHF | 104 340 CHF | 97,41% | 97,41% |
15/11/2024 | 0,70% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 829 CHF | 107 579 CHF | 99,34% | 99,34% |
14/11/2024 | 0,62% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 502 CHF | 122 252 CHF | 99,35% | 99,35% |
13/11/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 947 CHF | 128 697 CHF | 94,63% | 94,63% |
12/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 446 CHF | 126 196 CHF | 94,16% | 94,16% |
11/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 937 CHF | 122 687 CHF | 98,53% | 98,53% |
08/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 731 CHF | 125 481 CHF | 90,78% | 90,78% |
07/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 480 CHF | 118 230 CHF | 98,66% | 98,66% |