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 | 1,39% | 1,44 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 275 CHF | 76 328 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 495 CHF | 75 555 CHF | 100,00% | 100,00% |
18/11/2024 | 1,50% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 377 CHF | 71 439 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 544 CHF | 71 613 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 380 CHF | 71 432 CHF | 99,27% | 99,27% |
13/11/2024 | 1,54% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 67 778 CHF | 68 351 CHF | 99,40% | 99,40% |
12/11/2024 | 1,47% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 705 CHF | 71 750 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 691 CHF | 69 707 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 385 CHF | 65 412 CHF | 100,00% | 100,00% |
07/11/2024 | 1,68% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 49 506 | 48 764 | 63 246 CHF | 63 331 CHF | 98,71% | 98,71% |