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 | 1,18% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 942 CHF | 65 715 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 697 CHF | 62 645 CHF | 100,00% | 100,00% |
18/11/2024 | 1,49% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 813 CHF | 63 754 CHF | 100,00% | 100,00% |
15/11/2024 | 1,41% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 855 CHF | 64 763 CHF | 99,99% | 99,99% |
14/11/2024 | 1,35% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 279 CHF | 67 183 CHF | 99,52% | 99,52% |
13/11/2024 | 1,23% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 49 777 | 49 383 | 64 842 CHF | 65 122 CHF | 99,32% | 99,32% |
12/11/2024 | 1,22% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 700 CHF | 65 491 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 983 CHF | 67 827 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 154 CHF | 64 911 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 49 494 | 48 444 | 63 370 CHF | 62 878 CHF | 99,12% | 99,12% |