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 | 1,54% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 942 CHF | 61 885 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 697 CHF | 58 645 CHF | 100,00% | 100,00% |
18/11/2024 | 1,59% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 813 CHF | 59 754 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 114 CHF | 60 855 CHF | 99,99% | 99,99% |
14/11/2024 | 1,48% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 351 CHF | 63 279 CHF | 99,52% | 99,52% |
13/11/2024 | 1,49% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 49 383 | 61 132 CHF | 61 281 CHF | 99,32% | 99,32% |
12/11/2024 | 1,30% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 700 CHF | 61 491 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 983 CHF | 63 827 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 154 CHF | 60 911 CHF | 100,00% | 100,00% |
07/11/2024 | 1,45% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 60 005 CHF | 59 004 CHF | 99,12% | 99,12% |