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 | 1,26% | 1,20 CHF | 1,21 CHF | 50 000 | 25 000 | 49 594 | 25 000 | 58 333 CHF | 29 801 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 1,13 CHF | 1,15 CHF | 50 000 | 25 000 | 40 122 | 23 353 | 49 143 CHF | 29 318 CHF | 94,92% | 94,92% |
18/11/2024 | 1,14% | 1,43 CHF | 1,44 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 56 140 CHF | 35 490 CHF | 100,00% | 100,00% |
15/11/2024 | 1,11% | 1,41 CHF | 1,43 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 009 CHF | 36 026 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 1,50 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 59 106 CHF | 37 308 CHF | 99,44% | 99,44% |
13/11/2024 | 1,17% | 1,46 CHF | 1,48 CHF | 40 000 | 25 000 | 40 000 | 24 964 | 56 759 CHF | 35 843 CHF | 98,88% | 98,88% |
12/11/2024 | 1,00% | 1,54 CHF | 1,56 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 521 CHF | 40 098 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,64 CHF | 1,65 CHF | 40 000 | 25 000 | 31 920 | 25 000 | 53 725 CHF | 42 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,61 CHF | 1,63 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 568 CHF | 40 121 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 1,57 CHF | 1,58 CHF | 40 000 | 25 000 | 40 000 | 24 741 | 64 824 CHF | 40 541 CHF | 99,06% | 99,06% |