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 | 2,06% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 973 CHF | 54 077 CHF | 100,00% | 100,00% |
19/11/2024 | 1,89% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 563 | 50 000 | 51 773 CHF | 52 192 CHF | 100,00% | 100,00% |
18/11/2024 | 2,45% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 43 384 | 52 660 CHF | 46 662 CHF | 100,00% | 100,00% |
15/11/2024 | 1,95% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 096 CHF | 55 161 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 824 CHF | 55 966 CHF | 99,27% | 99,27% |
13/11/2024 | 2,21% | 1,07 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 53 752 CHF | 54 266 CHF | 99,40% | 99,40% |
12/11/2024 | 2,28% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 595 CHF | 57 901 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 1,17 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 553 CHF | 59 723 CHF | 100,00% | 100,00% |
08/11/2024 | 2,22% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 927 CHF | 56 159 CHF | 100,00% | 100,00% |
07/11/2024 | 2,12% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 48 743 | 55 484 CHF | 55 271 CHF | 99,06% | 99,06% |