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 | 0,88% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 784 CHF | 61 319 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 466 CHF | 64 077 CHF | 99,40% | 99,40% |
18/11/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 575 CHF | 63 104 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 467 CHF | 62 183 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 341 CHF | 60 126 CHF | 99,52% | 99,52% |
13/11/2024 | 0,97% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 49 383 | 57 762 CHF | 57 611 CHF | 99,32% | 99,32% |
12/11/2024 | 1,01% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 344 CHF | 54 897 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 298 CHF | 55 893 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 991 CHF | 56 698 CHF | 100,00% | 100,00% |
07/11/2024 | 1,21% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 58 807 CHF | 57 700 CHF | 99,13% | 99,13% |