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 | 1,67% | 1,21 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 775 CHF | 64 846 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 1,23 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 984 CHF | 64 047 CHF | 100,00% | 100,00% |
18/11/2024 | 1,79% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 877 CHF | 59 939 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 056 CHF | 60 119 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 1,18 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 876 CHF | 59 915 CHF | 99,27% | 99,27% |
13/11/2024 | 1,87% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 56 571 CHF | 56 977 CHF | 99,40% | 99,40% |
12/11/2024 | 1,78% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 181 CHF | 60 243 CHF | 100,00% | 100,00% |
11/11/2024 | 1,83% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 136 CHF | 58 191 CHF | 100,00% | 100,00% |
08/11/2024 | 1,90% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 812 CHF | 53 823 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 48 722 | 52 342 CHF | 52 034 CHF | 98,89% | 98,89% |