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 | 1,00% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 182 CHF | 53 717 CHF | 100,00% | 100,00% |
19/11/2024 | 1,21% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 51 009 | 50 000 | 51 480 CHF | 51 097 CHF | 99,40% | 99,40% |
18/11/2024 | 1,13% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 084 | 50 000 | 51 565 CHF | 52 065 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 51 418 | 50 000 | 54 010 CHF | 53 292 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 693 CHF | 55 374 CHF | 99,52% | 99,52% |
13/11/2024 | 0,98% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 383 | 56 674 CHF | 56 518 CHF | 99,32% | 99,32% |
12/11/2024 | 0,92% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 103 CHF | 60 657 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 107 CHF | 59 702 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 509 CHF | 59 213 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 55 745 CHF | 54 641 CHF | 99,13% | 99,13% |