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 | 1,60% | 1,26 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 240 CHF | 67 306 CHF | 100,00% | 100,00% |
19/11/2024 | 1,59% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 467 CHF | 66 515 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 361 CHF | 62 418 CHF | 100,00% | 100,00% |
15/11/2024 | 1,70% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 529 CHF | 62 586 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 1,23 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 368 CHF | 62 409 CHF | 98,56% | 98,56% |
13/11/2024 | 1,79% | 1,20 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 59 061 CHF | 59 438 CHF | 99,40% | 99,40% |
12/11/2024 | 1,71% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 666 CHF | 62 732 CHF | 100,00% | 100,00% |
11/11/2024 | 1,72% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 662 CHF | 60 695 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 373 CHF | 56 385 CHF | 100,00% | 100,00% |
07/11/2024 | 1,96% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 764 | 54 861 CHF | 54 539 CHF | 98,71% | 98,71% |