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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,85% | 1,80 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 859 CHF | 136 009 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,77 CHF | 1,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 129 459 CHF | 130 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 083 CHF | 83 023 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 476 CHF | 82 350 CHF | 99,99% | 99,99% |
14/11/2024 | 1,44% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 144 CHF | 70 144 CHF | 99,52% | 99,52% |
13/11/2024 | 1,57% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 49 839 | 49 597 | 64 996 CHF | 65 695 CHF | 73,18% | 73,18% |
12/11/2024 | 1,76% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 393 CHF | 57 393 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 113 CHF | 57 113 CHF | 96,53% | 96,53% |
08/11/2024 | 1,63% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 782 CHF | 61 782 CHF | 92,92% | 92,92% |
07/11/2024 | 1,85% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 60 798 CHF | 60 317 CHF | 99,12% | 99,12% |