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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 422 CHF | 21 169 CHF | 100,00% | 100,00% |
20/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 50 908 CHF | 20 563 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 57 097 CHF | 19 232 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 50 000 | 20 000 | 51 716 | 20 000 | 52 087 CHF | 20 363 CHF | 94,79% | 94,79% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 52 016 CHF | 21 007 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 20 000 | 51 111 | 20 000 | 52 097 CHF | 20 603 CHF | 99,44% | 99,44% |
13/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 19 927 | 55 125 CHF | 18 510 CHF | 98,88% | 98,88% |
12/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 57 806 CHF | 19 469 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 58 500 CHF | 24 625 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 398 CHF | 23 332 CHF | 100,00% | 100,00% |