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 | 1,13% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 52 159 CHF | 52 744 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 077 CHF | 53 577 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 557 CHF | 52 057 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 57 780 | 50 000 | 57 161 CHF | 49 992 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 53 373 | 50 000 | 53 411 CHF | 50 758 CHF | 99,27% | 99,27% |
13/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 57 514 | 49 375 | 56 892 CHF | 49 408 CHF | 99,40% | 99,40% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 912 CHF | 54 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 248 CHF | 58 748 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 624 CHF | 59 124 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 57 465 CHF | 58 002 CHF | 99,06% | 99,06% |