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 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 25 000 | 55 908 | 25 000 | 55 444 CHF | 25 068 CHF | 99,99% | 99,99% |
19/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 25 000 | 58 852 | 25 000 | 57 268 CHF | 24 592 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 52 553 | 25 000 | 52 307 CHF | 25 184 CHF | 99,77% | 99,77% |
15/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 51 569 | 25 000 | 52 436 CHF | 25 698 CHF | 99,99% | 99,99% |
14/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 180 CHF | 21 872 CHF | 95,92% | 95,92% |
13/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 20 000 | 44 030 | 20 000 | 54 976 CHF | 25 222 CHF | 97,20% | 97,20% |
12/11/2024 | 0,86% | 1,26 CHF | 1,27 CHF | 40 000 | 25 000 | 49 837 | 25 000 | 57 579 CHF | 29 142 CHF | 98,70% | 98,70% |
11/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 672 CHF | 26 586 CHF | 95,92% | 95,92% |
08/11/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 50 000 | 25 000 | 50 011 | 25 000 | 51 349 CHF | 25 919 CHF | 84,64% | 84,64% |
07/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 59 926 | 25 000 | 57 335 CHF | 24 170 CHF | 99,99% | 99,99% |