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 | 0,87% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 899 CHF | 118 927 CHF | 99,99% | 99,99% |
20/11/2024 | 0,99% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 083 CHF | 100 073 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 374 CHF | 88 323 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 525 CHF | 101 545 CHF | 100,00% | 100,00% |
15/11/2024 | 1,43% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 74 171 CHF | 75 140 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 688 CHF | 102 719 CHF | 99,22% | 99,22% |
13/11/2024 | 1,11% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 98 524 CHF | 99 623 CHF | 99,36% | 99,36% |
12/11/2024 | 0,99% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 378 CHF | 106 432 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 111 150 CHF | 112 210 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 278 CHF | 113 323 CHF | 100,00% | 100,00% |