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 | 1,10% | 1,45 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 218 CHF | 111 435 CHF | 99,00% | 99,00% |
19/11/2024 | 0,96% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 903 CHF | 109 955 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 096 CHF | 107 130 CHF | 100,00% | 100,00% |
15/11/2024 | 1,81% | 1,36 CHF | 1,38 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 75 053 CHF | 76 336 CHF | 100,00% | 100,00% |
14/11/2024 | 2,02% | 1,40 CHF | 1,43 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 53 351 CHF | 54 442 CHF | 99,22% | 99,22% |
13/11/2024 | 1,76% | 1,42 CHF | 1,45 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 52 624 CHF | 53 553 CHF | 99,36% | 99,36% |
12/11/2024 | 1,82% | 1,45 CHF | 1,48 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 52 755 CHF | 53 725 CHF | 100,00% | 100,00% |
11/11/2024 | 1,95% | 1,31 CHF | 1,34 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 49 828 CHF | 50 809 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 1,36 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 268 CHF | 102 514 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 73 177 | 72 396 | 92 848 CHF | 92 917 CHF | 98,73% | 98,73% |