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 | 1,00% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 985 CHF | 100 992 CHF | 99,99% | 99,99% |
20/11/2024 | 1,21% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 083 CHF | 82 073 CHF | 100,00% | 100,00% |
19/11/2024 | 1,36% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 374 CHF | 70 323 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 583 CHF | 83 607 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 61 220 CHF | 62 100 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 723 CHF | 84 719 CHF | 99,22% | 99,22% |
13/11/2024 | 1,24% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 80 756 CHF | 81 758 CHF | 99,36% | 99,36% |
12/11/2024 | 1,23% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 420 CHF | 88 505 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 93 763 CHF | 94 791 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 406 CHF | 95 481 CHF | 100,00% | 100,00% |