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 | 0,86% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 55 330 | 52 692 | 68 775 CHF | 66 086 CHF | 99,63% | 99,63% |
19/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 55 182 | 52 696 | 70 242 CHF | 67 708 CHF | 99,56% | 99,56% |
18/11/2024 | 0,86% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 54 389 | 52 683 | 67 361 CHF | 65 775 CHF | 99,64% | 99,64% |
15/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 100 000 | 100 000 | 59 697 | 58 119 | 80 281 CHF | 78 713 CHF | 98,77% | 98,77% |
14/11/2024 | 0,82% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 55 191 | 53 524 | 71 130 CHF | 69 499 CHF | 84,21% | 84,21% |
13/11/2024 | 0,92% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 55 466 | 53 405 | 63 058 CHF | 61 233 CHF | 97,11% | 97,11% |
12/11/2024 | 0,98% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 55 335 | 52 721 | 60 640 CHF | 58 366 CHF | 99,51% | 99,51% |
11/11/2024 | 1,22% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 63 196 | 52 678 | 57 893 CHF | 48 782 CHF | 99,66% | 99,66% |
08/11/2024 | 1,27% | 0,84 CHF | 0,85 CHF | 60 000 | 25 000 | 60 683 | 24 866 | 51 936 CHF | 21 573 CHF | 58,91% | 58,91% |
07/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 64 834 | 51 157 | 53 291 CHF | 42 312 CHF | 88,26% | 88,26% |