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 | 0,88% | 1,45 CHF | 1,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 335 CHF | 108 288 CHF | 99,99% | 99,99% |
20/11/2024 | 1,14% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 407 CHF | 89 420 CHF | 100,00% | 100,00% |
19/11/2024 | 1,32% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 738 CHF | 77 756 CHF | 100,00% | 100,00% |
18/11/2024 | 1,16% | 1,14 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 926 CHF | 90 977 CHF | 100,00% | 100,00% |
15/11/2024 | 1,53% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 66 504 CHF | 67 447 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 087 CHF | 92 080 CHF | 99,22% | 99,22% |
13/11/2024 | 1,10% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 88 051 CHF | 89 022 CHF | 99,36% | 99,36% |
12/11/2024 | 1,00% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 800 CHF | 95 757 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 100 825 CHF | 101 875 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 687 CHF | 102 723 CHF | 100,00% | 100,00% |