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 | 2,13% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 51 820 | 50 000 | 52 485 CHF | 51 780 CHF | 100,00% | 100,00% |
19/11/2024 | 2,32% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 59 621 | 50 000 | 58 186 CHF | 49 951 CHF | 93,01% | 93,01% |
18/11/2024 | 2,53% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 51 131 | 43 384 | 51 478 CHF | 44 613 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 183 CHF | 53 247 CHF | 100,00% | 100,00% |
14/11/2024 | 2,09% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 914 CHF | 54 034 CHF | 99,27% | 99,27% |
13/11/2024 | 2,15% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 51 640 CHF | 52 107 CHF | 99,40% | 99,40% |
12/11/2024 | 2,05% | 1,06 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 834 CHF | 55 967 CHF | 100,00% | 100,00% |
11/11/2024 | 2,09% | 1,13 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 566 CHF | 57 758 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 243 CHF | 54 411 CHF | 20,49% | 20,49% |
07/11/2024 | 2,12% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 743 | 53 445 CHF | 53 252 CHF | 99,06% | 99,06% |