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 | 0,63% | 2,02 CHF | 2,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 150 288 CHF | 151 242 CHF | 99,99% | 99,99% |
20/11/2024 | 0,72% | 1,71 CHF | 1,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 420 CHF | 132 365 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,63 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 685 CHF | 120 642 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 922 CHF | 133 857 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 1,82 CHF | 1,83 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 97 623 CHF | 98 544 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,80 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 973 CHF | 135 009 CHF | 99,22% | 99,22% |
13/11/2024 | 0,83% | 1,78 CHF | 1,79 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 130 637 CHF | 131 714 CHF | 99,36% | 99,36% |
12/11/2024 | 0,78% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 670 CHF | 138 755 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 142 640 CHF | 143 687 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,94 CHF | 1,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 577 CHF | 145 631 CHF | 100,00% | 100,00% |