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 | 1,29% | 1,57 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 153 531 CHF | 155 531 CHF | 99,48% | 99,48% |
19/11/2024 | 1,18% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 252 CHF | 85 252 CHF | 99,56% | 99,56% |
18/11/2024 | 1,17% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 997 CHF | 85 997 CHF | 99,53% | 99,53% |
15/11/2024 | 1,17% | 1,74 CHF | 1,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 170 253 CHF | 172 253 CHF | 98,85% | 98,85% |
14/11/2024 | 1,21% | 1,63 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 028 CHF | 83 028 CHF | 99,55% | 99,55% |
13/11/2024 | 1,17% | 1,65 CHF | 1,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 169 957 CHF | 171 957 CHF | 97,40% | 97,40% |
12/11/2024 | 1,26% | 1,59 CHF | 1,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 157 733 CHF | 159 733 CHF | 99,56% | 99,56% |
11/11/2024 | 1,30% | 1,57 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 534 CHF | 154 534 CHF | 99,51% | 99,51% |
08/11/2024 | 1,26% | 1,57 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 157 439 CHF | 159 439 CHF | 99,50% | 99,50% |
07/11/2024 | 1,16% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 582 CHF | 86 582 CHF | 99,31% | 99,31% |