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 | 0,79% | 1,82 CHF | 1,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 921 CHF | 135 985 CHF | 99,99% | 99,99% |
20/11/2024 | 0,87% | 1,50 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 994 CHF | 117 012 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,42 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 309 CHF | 105 309 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,51 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 490 CHF | 118 583 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 1,61 CHF | 1,63 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 86 437 CHF | 87 418 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 703 CHF | 119 688 CHF | 99,22% | 99,22% |
13/11/2024 | 0,89% | 1,57 CHF | 1,59 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 115 373 CHF | 116 403 CHF | 99,36% | 99,36% |
12/11/2024 | 0,79% | 1,59 CHF | 1,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 407 CHF | 123 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,74 CHF | 1,76 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 127 722 CHF | 128 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 129 282 CHF | 130 327 CHF | 100,00% | 100,00% |