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 | 1,50% | 1,06 CHF | 1,07 CHF | 50 000 | 25 000 | 50 506 | 25 000 | 52 287 CHF | 26 283 CHF | 100,00% | 100,00% |
19/11/2024 | 1,57% | 0,99 CHF | 1,01 CHF | 60 000 | 25 000 | 46 993 | 23 353 | 51 070 CHF | 26 024 CHF | 94,92% | 94,92% |
18/11/2024 | 1,21% | 1,29 CHF | 1,30 CHF | 40 000 | 25 000 | 40 553 | 25 000 | 51 186 CHF | 31 946 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 1,27 CHF | 1,29 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 51 368 CHF | 32 505 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 1,36 CHF | 1,37 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 53 413 CHF | 33 790 CHF | 99,44% | 99,44% |
13/11/2024 | 1,30% | 1,32 CHF | 1,34 CHF | 40 000 | 25 000 | 42 463 | 24 964 | 54 147 CHF | 32 321 CHF | 98,88% | 98,88% |
12/11/2024 | 1,11% | 1,40 CHF | 1,42 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 875 CHF | 36 576 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 1,50 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 751 CHF | 38 996 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 1,47 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 913 CHF | 36 595 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 1,43 CHF | 1,44 CHF | 40 000 | 25 000 | 40 000 | 24 741 | 59 173 CHF | 37 058 CHF | 99,06% | 99,06% |