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 | 1,36% | 1,35 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 809 CHF | 107 263 CHF | 14,13% | 100,00% |
19/11/2024 | 1,36% | 1,36 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 876 CHF | 103 275 CHF | 99,99% | 99,99% |
18/11/2024 | 1,45% | 1,44 CHF | 1,46 CHF | 75 000 | 75 000 | 67 280 | 63 972 | 95 650 CHF | 92 161 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 74 909 | 74 909 | 108 085 CHF | 109 514 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 1,43 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 465 CHF | 104 903 CHF | 94,67% | 94,67% |
13/11/2024 | 1,46% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 74 473 | 74 473 | 96 166 CHF | 97 573 CHF | 99,25% | 99,25% |
12/11/2024 | 1,41% | 1,24 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 009 CHF | 100 411 CHF | 98,32% | 98,32% |
11/11/2024 | 1,28% | 1,44 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 940 CHF | 110 345 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 64 968 | 64 968 | 95 980 CHF | 97 370 CHF | 97,48% | 97,48% |
07/11/2024 | 1,14% | 1,75 CHF | 1,77 CHF | 75 000 | 75 000 | 73 108 | 72 309 | 128 490 CHF | 128 616 CHF | 95,57% | 95,57% |