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 | 1,77% | 1,38 CHF | 1,40 CHF | 100 000 | 100 000 | 58 017 | 58 017 | 79 903 CHF | 81 165 CHF | 99,63% | 99,63% |
19/11/2024 | 1,79% | 1,54 CHF | 1,56 CHF | 100 000 | 100 000 | 58 015 | 58 015 | 92 854 CHF | 94 354 CHF | 99,64% | 99,64% |
18/11/2024 | 1,85% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 52 684 | 52 684 | 95 539 CHF | 97 194 CHF | 99,60% | 99,60% |
15/11/2024 | 1,82% | 1,84 CHF | 1,86 CHF | 100 000 | 100 000 | 58 008 | 58 008 | 102 126 CHF | 103 779 CHF | 99,65% | 99,65% |
14/11/2024 | 1,89% | 1,69 CHF | 1,71 CHF | 100 000 | 100 000 | 58 010 | 58 010 | 99 045 CHF | 100 733 CHF | 99,63% | 99,63% |
13/11/2024 | 1,95% | 1,75 CHF | 1,77 CHF | 75 000 | 75 000 | 53 269 | 53 269 | 95 478 CHF | 97 232 CHF | 97,57% | 97,57% |
12/11/2024 | 1,91% | 1,93 CHF | 1,95 CHF | 75 000 | 75 000 | 52 683 | 52 683 | 102 695 CHF | 104 535 CHF | 99,63% | 99,63% |
11/11/2024 | 1,98% | 1,99 CHF | 2,01 CHF | 75 000 | 75 000 | 35 127 | 35 127 | 71 510 CHF | 72 730 CHF | 99,63% | 99,63% |
08/11/2024 | 1,92% | 2,10 CHF | 2,12 CHF | 75 000 | 75 000 | 35 198 | 35 198 | 72 230 CHF | 73 409 CHF | 99,64% | 99,64% |
07/11/2024 | 1,98% | 2,12 CHF | 2,14 CHF | 75 000 | 75 000 | 35 195 | 35 195 | 77 560 CHF | 78 893 CHF | 99,64% | 99,64% |