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 | 0,86% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 57 896 CHF | 58 392 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 49 522 | 49 522 | 56 416 CHF | 56 912 CHF | 98,74% | 98,74% |
18/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 51 605 CHF | 52 101 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 720 CHF | 54 220 CHF | 71,60% | 71,60% |
14/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 56 884 CHF | 57 380 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 60 263 CHF | 60 759 CHF | 99,82% | 99,82% |
12/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 60 565 CHF | 61 061 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 49 460 | 49 460 | 55 672 CHF | 56 167 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 54 657 CHF | 55 153 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 43 577 CHF | 44 073 CHF | 100,00% | 100,00% |