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 | 0,89% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 288 CHF | 115 314 CHF | 99,99% | 99,99% |
20/11/2024 | 0,99% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 420 CHF | 96 365 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 685 CHF | 84 642 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 922 CHF | 97 921 CHF | 100,00% | 100,00% |
15/11/2024 | 1,44% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 71 543 CHF | 72 464 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,32 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 080 CHF | 99 009 CHF | 99,22% | 99,22% |
13/11/2024 | 1,13% | 1,30 CHF | 1,31 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 94 903 CHF | 95 978 CHF | 99,36% | 99,36% |
12/11/2024 | 1,08% | 1,31 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 757 CHF | 102 861 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 107 652 CHF | 108 680 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,46 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 656 CHF | 109 731 CHF | 100,00% | 100,00% |