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 | 1,22% | 1,20 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 537 CHF | 61 279 CHF | 14,13% | 100,00% |
19/11/2024 | 1,16% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 065 CHF | 58 740 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 43 384 | 56 352 CHF | 49 893 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 427 CHF | 55 127 CHF | 99,97% | 99,97% |
14/11/2024 | 1,41% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 329 CHF | 65 241 CHF | 99,27% | 99,27% |
13/11/2024 | 0,98% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 893 | 49 375 | 62 641 CHF | 62 597 CHF | 99,40% | 99,40% |
12/11/2024 | 1,19% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 153 CHF | 63 910 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 299 CHF | 66 320 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 091 CHF | 64 790 CHF | 100,00% | 100,00% |
07/11/2024 | 1,26% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 61 161 CHF | 60 062 CHF | 99,23% | 99,23% |