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 | 1,04% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 506 CHF | 54 065 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 227 CHF | 56 903 CHF | 99,40% | 99,40% |
18/11/2024 | 1,01% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 373 CHF | 55 935 CHF | 100,00% | 100,00% |
15/11/2024 | 1,26% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 232 CHF | 54 918 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 142 CHF | 52 807 CHF | 99,52% | 99,52% |
13/11/2024 | 1,16% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 816 | 49 383 | 51 338 CHF | 50 496 CHF | 99,32% | 99,32% |
12/11/2024 | 1,26% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 59 977 | 50 000 | 56 418 CHF | 47 633 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 697 CHF | 48 661 CHF | 100,00% | 100,00% |
08/11/2024 | 1,62% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 59 875 | 50 000 | 58 313 CHF | 49 491 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 002 | 48 444 | 51 559 CHF | 50 655 CHF | 99,13% | 99,13% |