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 | 1,07% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 234 CHF | 54 819 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 200 CHF | 53 761 CHF | 99,99% | 99,99% |
18/11/2024 | 1,38% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 54 794 | 44 487 | 54 528 CHF | 44 907 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 56 253 | 50 000 | 55 582 CHF | 50 031 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 943 CHF | 53 542 CHF | 98,83% | 98,83% |
13/11/2024 | 1,14% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 005 | 49 680 | 52 280 CHF | 52 534 CHF | 92,01% | 92,01% |
12/11/2024 | 1,00% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 472 CHF | 58 049 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 871 CHF | 61 453 CHF | 99,81% | 99,81% |
08/11/2024 | 1,02% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 258 CHF | 57 845 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 49 753 | 48 703 | 58 859 CHF | 58 153 CHF | 99,13% | 99,13% |