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 | 1,50% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 572 CHF | 71 637 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 1,37 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 674 CHF | 70 741 CHF | 100,00% | 100,00% |
18/11/2024 | 1,61% | 1,31 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 628 CHF | 66 695 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 822 CHF | 66 903 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 626 CHF | 66 733 CHF | 99,27% | 99,27% |
13/11/2024 | 1,68% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 63 058 CHF | 63 681 CHF | 99,40% | 99,40% |
12/11/2024 | 1,58% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 957 CHF | 67 007 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 865 CHF | 64 933 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 539 CHF | 60 554 CHF | 100,00% | 100,00% |
07/11/2024 | 1,85% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 48 722 | 59 030 CHF | 58 572 CHF | 98,89% | 98,89% |