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 | 1,00% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 442 CHF | 64 083 CHF | 99,64% | 99,64% |
19/11/2024 | 1,29% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 132 | 50 000 | 52 657 CHF | 53 208 CHF | 96,67% | 96,67% |
18/11/2024 | 1,50% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 44 486 | 54 158 CHF | 48 828 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 459 CHF | 57 114 CHF | 97,65% | 97,65% |
14/11/2024 | 1,14% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 716 CHF | 59 389 CHF | 99,42% | 99,42% |
13/11/2024 | 1,12% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 61 240 CHF | 61 229 CHF | 98,22% | 98,22% |
12/11/2024 | 1,06% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 001 CHF | 66 705 CHF | 99,54% | 99,54% |
11/11/2024 | 0,96% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 345 CHF | 71 025 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 666 CHF | 64 360 CHF | 96,69% | 96,69% |
07/11/2024 | 1,06% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 48 702 | 64 829 CHF | 63 895 CHF | 99,02% | 99,02% |