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 | 1,20% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 614 CHF | 87 662 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 708 CHF | 86 797 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 1,63 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 661 CHF | 82 730 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 838 CHF | 82 928 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 642 CHF | 82 754 CHF | 99,27% | 99,27% |
13/11/2024 | 1,32% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 79 016 CHF | 79 513 CHF | 99,40% | 99,40% |
12/11/2024 | 1,28% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 964 CHF | 83 021 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 880 CHF | 80 948 CHF | 100,00% | 100,00% |
08/11/2024 | 1,37% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 539 CHF | 76 578 CHF | 100,00% | 100,00% |
07/11/2024 | 1,45% | 1,48 CHF | 1,50 CHF | 50 000 | 50 000 | 49 489 | 48 722 | 74 276 CHF | 74 168 CHF | 98,89% | 98,89% |