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 | 0,78% | 1,81 CHF | 1,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 613 CHF | 135 671 CHF | 99,99% | 99,99% |
20/11/2024 | 0,79% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 823 CHF | 116 744 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 073 CHF | 105 059 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 295 CHF | 118 240 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 1,61 CHF | 1,63 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 86 291 CHF | 87 231 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,59 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 365 CHF | 119 453 CHF | 99,22% | 99,22% |
13/11/2024 | 0,90% | 1,57 CHF | 1,58 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 115 178 CHF | 116 208 CHF | 99,36% | 99,36% |
12/11/2024 | 0,87% | 1,58 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 085 CHF | 123 157 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 127 440 CHF | 128 472 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,73 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 973 CHF | 130 032 CHF | 100,00% | 100,00% |