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 | 0,99% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 52 626 | 50 000 | 52 803 CHF | 50 726 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 51 886 | 50 000 | 52 123 CHF | 50 756 CHF | 99,40% | 99,40% |
18/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 56 740 | 50 000 | 56 179 CHF | 50 048 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 596 CHF | 48 497 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 477 CHF | 49 231 CHF | 99,52% | 99,52% |
13/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 58 688 | 49 704 | 57 192 CHF | 48 970 CHF | 99,32% | 99,32% |
12/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 829 CHF | 52 329 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 839 CHF | 53 339 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 53 356 | 50 000 | 53 813 CHF | 50 991 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 150 | 48 703 | 51 191 CHF | 49 260 CHF | 99,13% | 99,13% |