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 | 1,01% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 61 414 CHF | 62 032 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 317 CHF | 62 922 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 756 CHF | 61 360 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 747 CHF | 59 247 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 455 CHF | 59 955 CHF | 99,27% | 99,27% |
13/11/2024 | 1,07% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 58 754 CHF | 58 644 CHF | 99,40% | 99,40% |
12/11/2024 | 0,91% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 223 CHF | 63 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 505 CHF | 68 036 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 840 CHF | 68 426 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 66 446 CHF | 66 938 CHF | 99,06% | 99,06% |