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% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 025 CHF | 52 555 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 52 145 | 50 000 | 52 286 CHF | 50 715 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 623 CHF | 52 194 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 51 653 | 50 000 | 52 316 CHF | 51 250 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 236 CHF | 52 786 CHF | 99,52% | 99,52% |
13/11/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 49 700 | 51 780 CHF | 52 009 CHF | 98,35% | 98,35% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 740 CHF | 55 267 CHF | 99,93% | 99,93% |
11/11/2024 | 0,94% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 236 CHF | 57 779 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 233 CHF | 54 772 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 54 491 CHF | 53 631 CHF | 98,50% | 98,50% |