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 | 1,05% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 178 CHF | 95 171 CHF | 99,99% | 99,99% |
20/11/2024 | 1,33% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 240 CHF | 76 244 CHF | 100,00% | 100,00% |
19/11/2024 | 1,54% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 573 CHF | 64 559 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 795 CHF | 77 741 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 56 951 CHF | 57 891 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 1,05 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 969 CHF | 78 953 CHF | 99,22% | 99,22% |
13/11/2024 | 1,37% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 74 642 | 74 449 | 75 165 CHF | 76 005 CHF | 99,36% | 99,36% |
12/11/2024 | 1,31% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 682 CHF | 82 754 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 88 068 CHF | 89 102 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 1,19 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 573 CHF | 89 629 CHF | 100,00% | 100,00% |