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 | 1,06% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 565 CHF | 68 283 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 291 CHF | 70 903 CHF | 99,40% | 99,40% |
18/11/2024 | 0,81% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 373 CHF | 69 935 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 232 CHF | 68 956 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 307 CHF | 66 841 CHF | 99,52% | 99,52% |
13/11/2024 | 0,92% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 777 | 49 383 | 64 247 CHF | 64 325 CHF | 99,32% | 99,32% |
12/11/2024 | 0,97% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 035 CHF | 61 633 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 081 CHF | 62 661 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 787 CHF | 63 491 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 49 481 | 48 444 | 64 893 CHF | 64 220 CHF | 99,13% | 99,13% |