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 | 1,45% | 1,28 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 468 CHF | 98 892 CHF | 99,00% | 99,00% |
19/11/2024 | 1,24% | 1,30 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 415 CHF | 97 620 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 532 CHF | 94 723 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 66 166 CHF | 67 111 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 1,24 CHF | 1,26 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 47 175 CHF | 48 101 CHF | 99,22% | 99,22% |
13/11/2024 | 2,16% | 1,25 CHF | 1,28 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 46 322 CHF | 47 325 CHF | 99,36% | 99,36% |
12/11/2024 | 2,07% | 1,28 CHF | 1,31 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 46 453 CHF | 47 424 CHF | 100,00% | 100,00% |
11/11/2024 | 2,10% | 1,15 CHF | 1,17 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 43 549 CHF | 44 475 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 607 CHF | 90 018 CHF | 100,00% | 100,00% |
07/11/2024 | 1,74% | 1,10 CHF | 1,12 CHF | 75 000 | 75 000 | 73 698 | 72 396 | 81 074 CHF | 81 009 CHF | 98,73% | 98,73% |