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 | 1,83% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 008 CHF | 55 008 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 653 CHF | 53 653 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 43 384 | 52 237 CHF | 46 276 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 52 397 | 50 000 | 52 688 CHF | 51 325 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 786 CHF | 49 150 CHF | 99,27% | 99,27% |
13/11/2024 | 1,99% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 49 436 | 57 801 CHF | 48 579 CHF | 99,40% | 99,40% |
12/11/2024 | 2,00% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 56 990 | 50 000 | 56 471 CHF | 50 568 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 533 CHF | 52 533 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 56 621 | 50 000 | 55 934 CHF | 50 430 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 48 746 | 50 795 CHF | 50 466 CHF | 99,05% | 99,05% |