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 | 3,37% | 1,02 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 751 CHF | 55 591 CHF | 99,64% | 99,64% |
19/11/2024 | 2,82% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 66 983 | 50 000 | 54 889 CHF | 42 215 CHF | 96,67% | 96,67% |
18/11/2024 | 2,99% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 62 007 | 44 486 | 52 672 CHF | 38 867 CHF | 100,00% | 100,00% |
15/11/2024 | 2,54% | 0,87 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 550 CHF | 46 627 CHF | 97,65% | 97,65% |
14/11/2024 | 2,42% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 59 941 | 50 000 | 57 508 CHF | 49 148 CHF | 99,42% | 99,42% |
13/11/2024 | 2,28% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 51 724 | 49 435 | 52 770 CHF | 51 655 CHF | 98,22% | 98,22% |
12/11/2024 | 2,06% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 645 CHF | 57 821 CHF | 99,54% | 99,54% |
11/11/2024 | 1,88% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 192 CHF | 63 375 CHF | 100,00% | 100,00% |
08/11/2024 | 2,13% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 741 CHF | 55 921 CHF | 96,69% | 96,69% |
07/11/2024 | 2,12% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 48 702 | 56 227 CHF | 56 036 CHF | 99,02% | 99,02% |