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 | 2,20% | 1,32 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 158 CHF | 70 697 CHF | 100,00% | 100,00% |
19/11/2024 | 2,25% | 1,34 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 427 CHF | 69 988 CHF | 100,00% | 100,00% |
18/11/2024 | 2,73% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 47 794 | 44 486 | 61 799 CHF | 59 073 CHF | 100,00% | 100,00% |
15/11/2024 | 2,39% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 904 CHF | 66 472 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 805 CHF | 66 344 CHF | 99,27% | 99,27% |
13/11/2024 | 2,46% | 1,27 CHF | 1,31 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 62 329 CHF | 63 437 CHF | 99,40% | 99,40% |
12/11/2024 | 2,32% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 102 CHF | 66 628 CHF | 100,00% | 100,00% |
11/11/2024 | 2,46% | 1,27 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 354 CHF | 64 934 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 1,24 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 439 CHF | 60 983 CHF | 100,00% | 100,00% |
07/11/2024 | 2,63% | 1,16 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 48 722 | 58 955 CHF | 58 954 CHF | 98,89% | 98,89% |