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 | 0,66% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 085 CHF | 145 038 CHF | 99,99% | 99,99% |
20/11/2024 | 0,79% | 1,62 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 125 086 CHF | 126 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,54 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 389 CHF | 114 435 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,63 CHF | 1,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 589 CHF | 127 672 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 93 080 CHF | 94 026 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 794 CHF | 128 723 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 124 440 CHF | 125 437 CHF | 99,36% | 99,36% |
12/11/2024 | 0,76% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 504 CHF | 132 507 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,86 CHF | 1,88 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 136 597 CHF | 137 641 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 379 CHF | 139 406 CHF | 100,00% | 100,00% |