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 | 1,00% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 678 CHF | 105 734 CHF | 99,98% | 99,98% |
20/11/2024 | 1,07% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 823 CHF | 86 744 CHF | 100,00% | 100,00% |
19/11/2024 | 1,32% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 073 CHF | 75 059 CHF | 100,00% | 100,00% |
18/11/2024 | 1,19% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 295 CHF | 88 339 CHF | 100,00% | 100,00% |
15/11/2024 | 1,55% | 1,21 CHF | 1,23 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 64 610 CHF | 65 500 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 469 CHF | 89 453 CHF | 99,22% | 99,22% |
13/11/2024 | 1,13% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 85 466 CHF | 86 429 CHF | 99,36% | 99,36% |
12/11/2024 | 1,16% | 1,18 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 182 CHF | 93 254 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 98 347 CHF | 99 336 CHF | 100,00% | 100,00% |
08/11/2024 | 1,06% | 1,33 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 073 CHF | 100 129 CHF | 100,00% | 100,00% |