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 | 0,52% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 163 CHF | 144 913 CHF | 99,10% | 99,10% |
19/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 058 CHF | 135 808 CHF | 96,35% | 96,35% |
18/11/2024 | 0,47% | 1,93 CHF | 1,94 CHF | 75 000 | 75 000 | 65 800 | 65 800 | 140 000 CHF | 140 658 CHF | 94,36% | 94,36% |
15/11/2024 | 0,55% | 2,02 CHF | 2,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 579 CHF | 137 329 CHF | 95,78% | 95,78% |
14/11/2024 | 0,55% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 978 CHF | 136 728 CHF | 98,77% | 98,77% |
13/11/2024 | 0,57% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 67 081 | 67 081 | 118 991 CHF | 119 661 CHF | 98,94% | 98,94% |
12/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 62 802 CHF | 63 182 CHF | 97,49% | 97,49% |
11/11/2024 | 0,59% | 1,79 CHF | 1,80 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 64 585 CHF | 64 965 CHF | 98,06% | 98,06% |
08/11/2024 | 0,73% | 1,48 CHF | 1,49 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 51 719 CHF | 52 099 CHF | 98,76% | 98,76% |
07/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 49 540 CHF | 49 920 CHF | 98,98% | 98,98% |