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 | 2,25% | 1,30 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 514 CHF | 100 755 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 1,31 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 949 CHF | 99 184 CHF | 100,00% | 100,00% |
18/11/2024 | 2,60% | 1,32 CHF | 1,35 CHF | 75 000 | 75 000 | 67 242 | 63 918 | 87 941 CHF | 85 652 CHF | 99,51% | 99,51% |
15/11/2024 | 2,20% | 1,34 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 628 CHF | 103 891 CHF | 100,00% | 100,00% |
14/11/2024 | 2,14% | 1,42 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 048 CHF | 106 298 CHF | 99,44% | 99,44% |
13/11/2024 | 2,20% | 1,37 CHF | 1,40 CHF | 75 000 | 75 000 | 74 482 | 74 373 | 101 246 CHF | 103 338 CHF | 98,88% | 98,88% |
12/11/2024 | 2,12% | 1,40 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 161 CHF | 108 435 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 1,45 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 624 CHF | 111 890 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 1,44 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 690 CHF | 110 956 CHF | 100,00% | 100,00% |
07/11/2024 | 2,11% | 1,43 CHF | 1,46 CHF | 75 000 | 75 000 | 73 182 | 72 402 | 107 623 CHF | 108 691 CHF | 99,06% | 99,06% |