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 | 0,66% | 2,07 CHF | 2,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 154 314 CHF | 155 335 CHF | 99,99% | 99,99% |
20/11/2024 | 0,71% | 1,76 CHF | 1,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 365 CHF | 136 336 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,68 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 642 CHF | 124 738 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 857 CHF | 137 926 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,87 CHF | 1,89 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 100 511 CHF | 101 437 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,86 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 009 CHF | 139 044 CHF | 99,22% | 99,22% |
13/11/2024 | 0,70% | 1,83 CHF | 1,85 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 134 678 CHF | 135 617 CHF | 99,36% | 99,36% |
12/11/2024 | 0,73% | 1,84 CHF | 1,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 755 CHF | 142 800 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 2,00 CHF | 2,02 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 146 592 CHF | 147 628 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 148 631 CHF | 149 687 CHF | 100,00% | 100,00% |