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 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 52 950 | 50 000 | 53 004 CHF | 50 585 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 620 CHF | 52 120 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 193 CHF | 51 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 192 CHF | 51 692 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 164 CHF | 53 664 CHF | 99,22% | 99,22% |
13/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 49 448 | 54 386 CHF | 54 279 CHF | 99,36% | 99,36% |
12/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 757 CHF | 54 257 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 853 | 50 000 | 51 458 CHF | 51 114 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 1,05 CHF | 1,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 315 CHF | 27 742 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 48 697 | 51 571 CHF | 50 730 CHF | 98,73% | 98,73% |