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 | 1,07% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 52 898 | 50 000 | 52 899 CHF | 50 595 CHF | 100,00% | 100,00% |
19/11/2024 | 1,15% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 810 CHF | 48 730 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 55 849 | 50 000 | 55 480 CHF | 50 222 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 59 690 | 50 000 | 58 159 CHF | 49 281 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 51 082 | 50 000 | 51 331 CHF | 50 823 CHF | 99,52% | 99,52% |
13/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 55 746 | 49 700 | 55 454 CHF | 50 034 CHF | 98,35% | 98,35% |
12/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 740 CHF | 53 278 CHF | 99,93% | 99,93% |
11/11/2024 | 0,98% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 262 CHF | 55 809 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 255 CHF | 52 798 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 52 503 CHF | 51 701 CHF | 98,50% | 98,50% |