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 | 1,01% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 154 CHF | 49 654 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 738 CHF | 49 238 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 797 CHF | 49 297 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 154 CHF | 52 654 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 966 CHF | 54 466 CHF | 99,36% | 99,36% |
13/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 766 CHF | 45 266 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 556 CHF | 48 056 CHF | 100,00% | 100,00% |
11/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 470 CHF | 53 970 CHF | 99,93% | 99,93% |
08/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 249 CHF | 55 749 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 109 CHF | 61 609 CHF | 100,00% | 100,00% |