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 | 1,71% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 468 CHF | 83 892 CHF | 99,00% | 99,00% |
19/11/2024 | 1,47% | 1,10 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 415 CHF | 82 620 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 532 CHF | 79 723 CHF | 100,00% | 100,00% |
15/11/2024 | 1,92% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 55 301 CHF | 56 246 CHF | 100,00% | 100,00% |
14/11/2024 | 2,31% | 1,04 CHF | 1,06 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 39 675 CHF | 40 601 CHF | 99,22% | 99,22% |
13/11/2024 | 2,56% | 1,05 CHF | 1,08 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 38 906 CHF | 39 909 CHF | 99,36% | 99,36% |
12/11/2024 | 2,46% | 1,08 CHF | 1,11 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 38 953 CHF | 39 924 CHF | 100,00% | 100,00% |
11/11/2024 | 2,54% | 0,95 CHF | 0,97 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 36 049 CHF | 36 975 CHF | 100,00% | 100,00% |
08/11/2024 | 1,90% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 607 CHF | 75 018 CHF | 100,00% | 100,00% |
07/11/2024 | 2,12% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 74 219 | 72 396 | 66 803 CHF | 66 530 CHF | 98,73% | 98,73% |