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 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 824 CHF | 54 324 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 286 CHF | 54 786 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 083 CHF | 52 583 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 51 104 | 50 000 | 51 230 CHF | 50 638 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 024 | 50 000 | 51 983 CHF | 52 459 CHF | 99,44% | 99,44% |
13/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 49 519 | 52 852 CHF | 52 837 CHF | 98,88% | 98,88% |
12/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 784 CHF | 52 284 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 852 CHF | 47 877 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 56 598 CHF | 23 832 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 68 526 | 24 740 | 56 409 CHF | 20 627 CHF | 99,06% | 99,06% |