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 | 1,41% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 008 CHF | 67 962 CHF | 99,99% | 99,99% |
20/11/2024 | 1,18% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 664 CHF | 86 677 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 545 CHF | 98 566 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 524 CHF | 85 475 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 59 825 CHF | 60 764 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 562 CHF | 84 547 CHF | 99,22% | 99,22% |
13/11/2024 | 1,10% | 1,12 CHF | 1,14 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 85 497 CHF | 86 436 CHF | 99,36% | 99,36% |
12/11/2024 | 1,37% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 139 CHF | 81 243 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 69 761 CHF | 70 709 CHF | 100,00% | 100,00% |
08/11/2024 | 1,39% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 594 CHF | 74 621 CHF | 100,00% | 100,00% |