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 | 1,19% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 51 575 | 51 575 | 85 908 CHF | 86 939 CHF | 99,99% | 99,99% |
19/11/2024 | 1,16% | 1,62 CHF | 1,64 CHF | 60 000 | 60 000 | 52 163 | 52 163 | 89 746 CHF | 90 790 CHF | 88,47% | 93,30% |
18/11/2024 | 1,05% | 1,92 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 931 CHF | 95 931 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 1,90 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 912 CHF | 96 912 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 1,99 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 545 CHF | 99 545 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 740 CHF | 96 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 2,04 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 017 CHF | 105 017 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 2,13 CHF | 2,15 CHF | 50 000 | 50 000 | 49 996 | 49 996 | 108 901 CHF | 109 901 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 2,10 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 056 CHF | 105 056 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 2,06 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 650 CHF | 106 650 CHF | 100,00% | 100,00% |