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 | 1,40% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 201 CHF | 83 358 CHF | 99,00% | 99,00% |
19/11/2024 | 1,24% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 585 CHF | 84 630 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 1,17 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 469 CHF | 87 527 CHF | 100,00% | 100,00% |
15/11/2024 | 2,12% | 1,20 CHF | 1,22 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 64 008 CHF | 65 280 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 1,15 CHF | 1,18 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 42 450 CHF | 43 539 CHF | 99,22% | 99,22% |
13/11/2024 | 2,42% | 1,14 CHF | 1,16 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 42 294 CHF | 43 324 CHF | 99,36% | 99,36% |
12/11/2024 | 2,41% | 1,11 CHF | 1,14 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 43 245 CHF | 44 297 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 1,25 CHF | 1,27 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 46 276 CHF | 47 201 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 736 CHF | 92 982 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 73 177 | 72 396 | 95 596 CHF | 95 649 CHF | 98,73% | 98,73% |