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 | 1,03% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 54 717 CHF | 55 279 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 678 CHF | 56 272 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 120 CHF | 54 713 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 099 CHF | 52 629 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 758 CHF | 53 310 CHF | 99,27% | 99,27% |
13/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 52 072 CHF | 51 923 CHF | 99,40% | 99,40% |
12/11/2024 | 1,12% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 433 CHF | 57 067 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 881 CHF | 61 396 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 186 CHF | 61 786 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 59 909 CHF | 60 549 CHF | 99,06% | 99,06% |