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 | 1,34% | 1,50 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 275 CHF | 79 328 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 484 CHF | 78 529 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 369 CHF | 74 432 CHF | 100,00% | 100,00% |
15/11/2024 | 1,43% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 544 CHF | 74 602 CHF | 100,00% | 100,00% |
14/11/2024 | 1,41% | 1,47 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 365 CHF | 74 406 CHF | 99,27% | 99,27% |
13/11/2024 | 1,51% | 1,44 CHF | 1,47 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 70 728 CHF | 71 302 CHF | 99,40% | 99,40% |
12/11/2024 | 1,44% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 666 CHF | 74 732 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 1,44 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 615 CHF | 72 662 CHF | 100,00% | 100,00% |
08/11/2024 | 1,49% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 295 CHF | 68 303 CHF | 100,00% | 100,00% |
07/11/2024 | 1,61% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 49 489 | 48 722 | 66 136 CHF | 66 146 CHF | 98,89% | 98,89% |