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% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 386 CHF | 55 941 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 437 CHF | 54 002 CHF | 100,00% | 100,00% |
18/11/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 999 CHF | 55 517 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 052 CHF | 54 589 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 587 CHF | 56 124 CHF | 99,52% | 99,52% |
13/11/2024 | 1,05% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 49 700 | 55 122 CHF | 55 371 CHF | 98,35% | 98,35% |
12/11/2024 | 0,99% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 077 CHF | 58 653 CHF | 99,93% | 99,93% |
11/11/2024 | 0,97% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 524 CHF | 61 111 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 582 CHF | 58 134 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 57 832 CHF | 56 914 CHF | 98,50% | 98,50% |