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 | 0,94% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 035 CHF | 53 535 CHF | 99,00% | 99,00% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 468 CHF | 52 968 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 614 CHF | 56 292 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 237 CHF | 57 948 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 392 CHF | 58 039 CHF | 99,22% | 99,22% |
13/11/2024 | 1,25% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 710 | 55 687 CHF | 56 063 CHF | 99,36% | 99,36% |
12/11/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 071 CHF | 60 571 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 018 CHF | 63 518 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 747 CHF | 60 324 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 48 696 | 58 467 CHF | 57 556 CHF | 98,73% | 98,73% |