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 | 0,85% | 1,13 CHF | 1,14 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 952 CHF | 23 781 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 357 CHF | 22 743 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 520 CHF | 22 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 50 000 | 20 000 | 49 853 | 20 000 | 59 310 CHF | 23 998 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 47 643 | 20 000 | 57 776 CHF | 24 500 CHF | 99,44% | 99,44% |
13/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 50 000 | 20 000 | 50 000 | 19 804 | 55 425 CHF | 22 156 CHF | 98,88% | 98,88% |
12/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 50 000 | 20 000 | 49 929 | 20 000 | 59 529 CHF | 24 048 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 581 CHF | 26 990 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 113 CHF | 26 256 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 19 351 | 57 127 CHF | 27 853 CHF | 99,06% | 99,06% |