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 | 1,10% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 155 CHF | 71 942 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 881 CHF | 68 697 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 067 CHF | 69 813 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 114 CHF | 70 855 CHF | 99,99% | 99,99% |
14/11/2024 | 1,15% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 440 CHF | 73 279 CHF | 99,52% | 99,52% |
13/11/2024 | 1,11% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 49 777 | 49 383 | 70 936 CHF | 71 158 CHF | 99,32% | 99,32% |
12/11/2024 | 1,26% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 800 CHF | 71 700 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 1,43 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 101 CHF | 73 983 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 267 CHF | 71 154 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 49 481 | 48 444 | 69 371 CHF | 68 849 CHF | 99,12% | 99,12% |