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 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 49 531 | 49 528 | 61 236 CHF | 61 729 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 524 | 49 522 | 62 298 CHF | 62 791 CHF | 98,69% | 98,69% |
18/11/2024 | 0,85% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 49 532 | 49 530 | 58 441 CHF | 58 934 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 616 CHF | 55 116 CHF | 70,86% | 70,86% |
14/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 48 508 CHF | 49 004 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 53 045 CHF | 53 541 CHF | 99,81% | 99,81% |
12/11/2024 | 0,89% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 55 875 CHF | 56 371 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 66 133 CHF | 66 628 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 68 444 CHF | 68 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 69 386 CHF | 69 882 CHF | 100,00% | 100,00% |