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 | 0,88% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 55 331 | 35 134 | 62 955 CHF | 40 339 CHF | 99,61% | 99,61% |
19/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 55 330 | 35 132 | 63 743 CHF | 40 851 CHF | 99,62% | 99,62% |
18/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 55 329 | 35 129 | 67 184 CHF | 42 888 CHF | 99,63% | 99,63% |
15/11/2024 | 2,11% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 27 326 | 22 457 | 33 749 CHF | 27 795 CHF | 98,08% | 98,08% |
14/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 47 468 | 35 145 | 62 122 CHF | 46 338 CHF | 99,50% | 99,50% |
13/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 47 681 | 35 576 | 65 948 CHF | 49 360 CHF | 96,75% | 96,75% |
12/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 47 463 | 35 132 | 65 765 CHF | 48 975 CHF | 99,59% | 99,59% |
11/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 47 460 | 35 128 | 73 219 CHF | 54 445 CHF | 99,61% | 99,61% |
08/11/2024 | 0,65% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 42 135 | 29 813 | 64 335 CHF | 45 631 CHF | 99,15% | 99,15% |
07/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 41 292 | 29 837 | 68 669 CHF | 50 058 CHF | 99,62% | 99,62% |