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 | 1,12% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 884 CHF | 47 095 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 658 CHF | 45 253 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 433 CHF | 46 765 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 670 CHF | 46 115 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 743 CHF | 47 849 CHF | 99,52% | 99,52% |
13/11/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 49 700 | 56 195 CHF | 47 085 CHF | 98,35% | 98,35% |
12/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 53 889 | 50 000 | 53 581 CHF | 50 298 CHF | 99,93% | 99,93% |
11/11/2024 | 1,00% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 309 CHF | 52 835 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 57 761 | 50 000 | 56 915 CHF | 49 858 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 55 995 | 48 695 | 55 448 CHF | 48 845 CHF | 98,50% | 98,50% |