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 | 0,80% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 585 CHF | 128 612 CHF | 99,99% | 99,99% |
20/11/2024 | 0,93% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 656 CHF | 109 670 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 988 CHF | 97 935 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 176 CHF | 111 226 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 81 173 CHF | 82 117 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 337 CHF | 112 330 CHF | 99,22% | 99,22% |
13/11/2024 | 0,90% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 108 153 CHF | 109 124 CHF | 99,36% | 99,36% |
12/11/2024 | 0,90% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 050 CHF | 116 085 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,65 CHF | 1,66 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 120 562 CHF | 121 611 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,64 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 937 CHF | 122 973 CHF | 100,00% | 100,00% |