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 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 129 CHF | 22 652 CHF | 100,00% | 100,00% |
20/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 616 CHF | 22 046 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 50 000 | 20 000 | 50 310 | 20 000 | 51 569 CHF | 20 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 1,07 CHF | 1,09 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 068 CHF | 21 867 CHF | 94,79% | 94,79% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 722 CHF | 22 489 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 692 CHF | 22 077 CHF | 99,44% | 99,44% |
13/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 20 000 | 55 492 | 19 927 | 55 036 CHF | 19 985 CHF | 98,88% | 98,88% |
12/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 51 744 CHF | 20 898 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 290 CHF | 26 395 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 54 251 | 25 000 | 54 032 CHF | 25 168 CHF | 100,00% | 100,00% |