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 | 2,06% | 1,35 CHF | 1,38 CHF | 50 000 | 50 000 | 51 423 | 51 423 | 74 017 CHF | 75 559 CHF | 99,48% | 99,48% |
19/11/2024 | 2,31% | 1,34 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 274 CHF | 98 524 CHF | 90,57% | 90,57% |
18/11/2024 | 2,37% | 1,34 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 933 CHF | 96 183 CHF | 99,17% | 99,17% |
15/11/2024 | 2,41% | 1,21 CHF | 1,24 CHF | 75 000 | 75 000 | 74 862 | 74 862 | 92 199 CHF | 94 445 CHF | 85,90% | 85,90% |
14/11/2024 | 2,17% | 1,36 CHF | 1,39 CHF | 50 000 | 50 000 | 52 373 | 52 373 | 71 575 CHF | 73 146 CHF | 98,79% | 98,79% |
13/11/2024 | 1,22% | 1,46 CHF | 1,49 CHF | 50 000 | 50 000 | 59 573 | 59 573 | 79 981 CHF | 80 973 CHF | 89,61% | 89,61% |
12/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 48 477 CHF | 48 857 CHF | 99,04% | 99,04% |
11/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 44 203 CHF | 44 583 CHF | 99,19% | 99,19% |
08/11/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 42 537 CHF | 42 917 CHF | 98,61% | 98,61% |
07/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 39 748 CHF | 40 128 CHF | 99,28% | 99,28% |