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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,93% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 399 CHF | 111 427 CHF | 99,99% | 99,99% |
20/11/2024 | 1,06% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 512 CHF | 92 490 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 809 CHF | 80 756 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 025 CHF | 94 045 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 68 738 CHF | 69 655 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 188 CHF | 95 115 CHF | 99,22% | 99,22% |
13/11/2024 | 1,13% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 91 079 CHF | 92 111 CHF | 99,36% | 99,36% |
12/11/2024 | 1,07% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 878 CHF | 98 932 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 103 898 CHF | 104 945 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 827 CHF | 105 881 CHF | 100,00% | 100,00% |