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 | 1,35% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 306 CHF | 81 394 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 529 CHF | 80 578 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 418 CHF | 76 471 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 575 CHF | 76 632 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 418 CHF | 76 479 CHF | 96,42% | 96,42% |
13/11/2024 | 1,43% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 72 777 CHF | 73 313 CHF | 99,40% | 99,40% |
12/11/2024 | 1,38% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 732 CHF | 76 787 CHF | 100,00% | 100,00% |
11/11/2024 | 1,37% | 1,48 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 702 CHF | 74 717 CHF | 100,00% | 100,00% |
08/11/2024 | 1,46% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 412 CHF | 70 435 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 49 506 | 48 764 | 68 219 CHF | 68 242 CHF | 98,71% | 98,71% |