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 | 2,12% | 1,15 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 037 CHF | 59 279 CHF | 14,13% | 100,00% |
19/11/2024 | 1,89% | 1,15 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 438 CHF | 56 496 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 360 | 44 613 | 54 263 CHF | 49 257 CHF | 94,39% | 94,39% |
15/11/2024 | 1,43% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 52 135 | 50 000 | 53 933 CHF | 52 576 CHF | 88,05% | 88,05% |
14/11/2024 | 1,81% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 915 CHF | 63 045 CHF | 99,27% | 99,27% |
13/11/2024 | 1,87% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 60 286 CHF | 60 654 CHF | 99,40% | 99,40% |
12/11/2024 | 1,90% | 1,21 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 685 CHF | 61 851 CHF | 100,00% | 100,00% |
11/11/2024 | 1,86% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 886 CHF | 64 064 CHF | 100,00% | 100,00% |
08/11/2024 | 2,11% | 1,24 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 627 CHF | 62 943 CHF | 100,00% | 100,00% |
07/11/2024 | 2,24% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 58 590 CHF | 58 106 CHF | 99,23% | 99,23% |