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 | 1,47% | 1,39 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 755 CHF | 73 828 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 995 CHF | 73 055 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 877 CHF | 68 939 CHF | 100,00% | 100,00% |
15/11/2024 | 1,56% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 044 CHF | 69 113 CHF | 100,00% | 100,00% |
14/11/2024 | 1,54% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 891 CHF | 68 945 CHF | 96,31% | 96,31% |
13/11/2024 | 1,59% | 1,34 CHF | 1,36 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 65 289 CHF | 65 875 CHF | 99,40% | 99,40% |
12/11/2024 | 1,52% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 205 CHF | 69 250 CHF | 100,00% | 100,00% |
11/11/2024 | 1,52% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 191 CHF | 67 207 CHF | 100,00% | 100,00% |
08/11/2024 | 1,65% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 885 CHF | 62 912 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 48 764 | 61 377 CHF | 60 893 CHF | 98,71% | 98,71% |