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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 301 CHF | 47 801 CHF | 100,00% | 100,00% |
22/11/2024 | 1,10% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 722 CHF | 48 251 CHF | 100,00% | 100,00% |
20/11/2024 | 1,34% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 46 080 CHF | 46 698 CHF | 100,00% | 100,00% |
19/11/2024 | 1,28% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 817 CHF | 47 422 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 360 CHF | 45 860 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 247 CHF | 43 747 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 955 CHF | 44 455 CHF | 99,27% | 99,27% |
13/11/2024 | 1,45% | 0,86 CHF | 0,88 CHF | 50 000 | 50 000 | 49 375 | 49 375 | 42 717 CHF | 43 338 CHF | 99,40% | 99,40% |
12/11/2024 | 1,20% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 723 CHF | 48 301 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 036 CHF | 52 536 CHF | 100,00% | 100,00% |