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 | 1,80% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 171 CHF | 56 171 CHF | 100,00% | 100,00% |
19/11/2024 | 1,70% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 47 494 | 47 494 | 55 772 CHF | 56 722 CHF | 90,48% | 95,41% |
18/11/2024 | 1,41% | 1,43 CHF | 1,45 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 56 256 CHF | 57 056 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 1,41 CHF | 1,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 57 041 CHF | 57 841 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 1,52 CHF | 1,54 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 59 727 CHF | 60 527 CHF | 100,00% | 100,00% |
13/11/2024 | 1,39% | 1,48 CHF | 1,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 57 070 CHF | 57 870 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 1,58 CHF | 1,60 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 65 116 CHF | 65 916 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 1,69 CHF | 1,71 CHF | 40 000 | 40 000 | 39 994 | 39 994 | 69 941 CHF | 70 741 CHF | 100,00% | 100,00% |
08/11/2024 | 1,22% | 1,66 CHF | 1,68 CHF | 40 000 | 40 000 | 39 995 | 39 995 | 65 178 CHF | 65 978 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 1,60 CHF | 1,62 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 66 815 CHF | 67 615 CHF | 100,00% | 100,00% |