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 | 0,95% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 487 | 50 487 | 53 121 CHF | 53 625 CHF | 99,83% | 99,83% |
19/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 142 CHF | 72 892 CHF | 99,85% | 99,85% |
18/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 63 279 | 63 279 | 62 994 CHF | 63 627 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 52 425 | 52 427 | 54 639 CHF | 55 166 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 574 | 50 574 | 50 996 CHF | 51 502 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 64 659 | 64 659 | 64 272 CHF | 64 918 CHF | 99,96% | 99,96% |
12/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 51 755 | 51 755 | 53 426 CHF | 53 943 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 770 CHF | 56 270 CHF | 99,78% | 99,78% |
08/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 777 CHF | 53 277 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 870 | 50 870 | 52 535 CHF | 53 044 CHF | 99,69% | 99,69% |