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 | 1,07% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 618 CHF | 46 849 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 394 CHF | 48 329 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 986 CHF | 47 988 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 869 CHF | 47 891 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 57 882 | 50 000 | 57 066 CHF | 49 828 CHF | 99,22% | 99,22% |
13/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 49 448 | 50 658 CHF | 50 598 CHF | 99,36% | 99,36% |
12/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 945 | 50 000 | 50 927 CHF | 50 492 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 282 CHF | 47 402 CHF | 100,00% | 100,00% |
08/11/2024 | 1,70% | 0,97 CHF | 0,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 458 CHF | 25 895 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 48 697 | 57 300 CHF | 46 998 CHF | 98,73% | 98,73% |