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 | 1,28% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 94 009 CHF | 95 224 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 1,23 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 705 CHF | 89 997 CHF | 100,00% | 100,00% |
18/11/2024 | 1,81% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 846 CHF | 55 846 CHF | 100,00% | 100,00% |
15/11/2024 | 1,61% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 194 | 50 000 | 54 542 CHF | 55 232 CHF | 99,99% | 99,99% |
14/11/2024 | 2,36% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 64 078 | 50 000 | 53 573 CHF | 43 021 CHF | 99,52% | 99,52% |
13/11/2024 | 2,59% | 0,78 CHF | 0,80 CHF | 70 000 | 50 000 | 69 467 | 49 651 | 54 101 CHF | 39 863 CHF | 84,45% | 84,45% |
12/11/2024 | 3,36% | 0,63 CHF | 0,65 CHF | 75 284 | 50 000 | 74 469 | 50 000 | 43 562 CHF | 30 245 CHF | 100,00% | 100,00% |
11/11/2024 | 3,40% | 0,57 CHF | 0,59 CHF | 74 063 | 50 000 | 74 158 | 50 000 | 42 921 CHF | 29 935 CHF | 96,53% | 96,53% |
08/11/2024 | 2,94% | 0,63 CHF | 0,65 CHF | 74 541 | 50 000 | 75 283 | 50 000 | 50 620 CHF | 34 614 CHF | 92,92% | 92,92% |
07/11/2024 | 3,08% | 0,67 CHF | 0,69 CHF | 75 239 | 50 000 | 75 522 | 48 703 | 50 753 CHF | 33 742 CHF | 99,12% | 99,12% |