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 | 0,83% | 1,95 CHF | 1,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 224 CHF | 147 447 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,92 CHF | 1,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 796 CHF | 142 209 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,82 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 757 CHF | 90 583 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,77 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 070 CHF | 89 976 CHF | 99,99% | 99,99% |
14/11/2024 | 1,30% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 783 CHF | 77 783 CHF | 99,52% | 99,52% |
13/11/2024 | 1,40% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 49 839 | 49 597 | 72 609 CHF | 73 271 CHF | 73,19% | 73,19% |
12/11/2024 | 1,55% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 010 CHF | 65 010 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 685 CHF | 64 685 CHF | 96,53% | 96,53% |
08/11/2024 | 1,45% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 366 CHF | 69 366 CHF | 92,92% | 92,92% |
07/11/2024 | 1,53% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 49 481 | 48 703 | 67 843 CHF | 67 788 CHF | 99,12% | 99,12% |