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 | 1,34% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 968 CHF | 91 185 CHF | 99,00% | 99,00% |
19/11/2024 | 1,18% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 653 CHF | 89 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 847 CHF | 86 880 CHF | 100,00% | 100,00% |
15/11/2024 | 2,24% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 60 385 CHF | 61 668 CHF | 100,00% | 100,00% |
14/11/2024 | 2,49% | 1,13 CHF | 1,16 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 43 226 CHF | 44 317 CHF | 99,22% | 99,22% |
13/11/2024 | 2,43% | 1,15 CHF | 1,18 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 42 500 CHF | 43 541 CHF | 99,36% | 99,36% |
12/11/2024 | 2,25% | 1,18 CHF | 1,21 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 42 630 CHF | 43 600 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 1,04 CHF | 1,07 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 39 703 CHF | 40 684 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 018 CHF | 82 264 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 1,00 CHF | 1,02 CHF | 75 000 | 75 000 | 73 698 | 72 396 | 73 611 CHF | 73 370 CHF | 98,73% | 98,73% |