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 | 0,95% | 1,59 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 642 CHF | 121 799 CHF | 99,00% | 99,00% |
19/11/2024 | 0,87% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 370 CHF | 120 415 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,53 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 116 473 CHF | 117 630 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 1,50 CHF | 1,52 CHF | 75 000 | 75 000 | 54 325 | 54 325 | 82 648 CHF | 83 778 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 1,54 CHF | 1,57 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 58 601 CHF | 59 586 CHF | 99,22% | 99,22% |
13/11/2024 | 1,64% | 1,56 CHF | 1,59 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 57 702 CHF | 58 648 CHF | 99,36% | 99,36% |
12/11/2024 | 1,80% | 1,59 CHF | 1,62 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 57 924 CHF | 58 975 CHF | 100,00% | 100,00% |
11/11/2024 | 1,95% | 1,45 CHF | 1,48 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 54 975 CHF | 56 059 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 111 514 CHF | 112 852 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 1,41 CHF | 1,43 CHF | 75 000 | 75 000 | 73 177 | 72 396 | 103 073 CHF | 102 995 CHF | 98,73% | 98,73% |