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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,80% | 1,66 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 633 CHF | 84 133 CHF | 99,48% | 99,48% |
20/11/2024 | 2,05% | 1,42 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 271 CHF | 73 771 CHF | 99,45% | 99,45% |
19/11/2024 | 2,15% | 1,38 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 932 CHF | 70 432 CHF | 98,70% | 98,70% |
18/11/2024 | 2,02% | 1,42 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 562 CHF | 75 062 CHF | 99,34% | 99,34% |
15/11/2024 | 1,98% | 1,47 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 037 CHF | 76 537 CHF | 99,32% | 99,32% |
14/11/2024 | 1,75% | 1,60 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 990 CHF | 86 490 CHF | 99,20% | 99,20% |
13/11/2024 | 1,74% | 1,78 CHF | 1,81 CHF | 50 000 | 50 000 | 44 446 | 44 446 | 76 072 CHF | 77 406 CHF | 98,89% | 98,89% |
12/11/2024 | 1,76% | 1,76 CHF | 1,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 168 CHF | 42 918 CHF | 99,15% | 99,15% |
11/11/2024 | 2,01% | 1,68 CHF | 1,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 003 CHF | 37 753 CHF | 99,31% | 99,31% |
08/11/2024 | 2,45% | 1,30 CHF | 1,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 288 CHF | 31 038 CHF | 99,31% | 99,31% |