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 | 1,38% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 705 CHF | 76 755 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 1,47 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 914 CHF | 75 967 CHF | 100,00% | 100,00% |
18/11/2024 | 1,52% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 774 CHF | 71 861 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 988 CHF | 72 034 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 829 CHF | 71 851 CHF | 99,27% | 99,27% |
13/11/2024 | 1,54% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 68 183 CHF | 68 759 CHF | 99,40% | 99,40% |
12/11/2024 | 1,48% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 084 CHF | 72 145 CHF | 100,00% | 100,00% |
11/11/2024 | 1,51% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 033 CHF | 70 080 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 1,35 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 723 CHF | 65 748 CHF | 100,00% | 100,00% |
07/11/2024 | 1,72% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 49 506 | 48 764 | 63 578 CHF | 63 687 CHF | 98,71% | 98,71% |