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 | 0,91% | 1,05 CHF | 1,06 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 883 CHF | 22 153 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 262 CHF | 21 105 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 520 CHF | 21 208 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 430 CHF | 22 372 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 670 CHF | 22 868 CHF | 99,44% | 99,44% |
13/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 20 000 | 51 236 | 19 804 | 52 610 CHF | 20 561 CHF | 98,88% | 98,88% |
12/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 553 CHF | 22 421 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 50 000 | 20 000 | 41 229 | 20 000 | 51 827 CHF | 25 352 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 47 272 | 20 000 | 57 584 CHF | 24 612 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 40 000 | 20 000 | 40 000 | 19 351 | 53 825 CHF | 26 254 CHF | 99,06% | 99,06% |