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 | 1,41% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 782 CHF | 73 815 CHF | 99,00% | 99,00% |
19/11/2024 | 1,61% | 0,97 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 097 CHF | 75 296 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 904 CHF | 78 120 CHF | 100,00% | 100,00% |
15/11/2024 | 1,88% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 57 294 CHF | 58 239 CHF | 100,00% | 100,00% |
14/11/2024 | 2,42% | 1,03 CHF | 1,05 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 37 774 CHF | 38 700 CHF | 99,22% | 99,22% |
13/11/2024 | 2,65% | 1,01 CHF | 1,04 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 37 587 CHF | 38 590 CHF | 99,36% | 99,36% |
12/11/2024 | 2,48% | 0,98 CHF | 1,01 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 38 525 CHF | 39 495 CHF | 100,00% | 100,00% |
11/11/2024 | 2,34% | 1,12 CHF | 1,15 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 41 442 CHF | 42 422 CHF | 100,00% | 100,00% |
08/11/2024 | 1,62% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 148 CHF | 83 486 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 73 698 | 72 396 | 86 744 CHF | 86 650 CHF | 98,73% | 98,73% |