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 | 1,71% | 1,13 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 694 CHF | 60 725 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 892 CHF | 59 943 CHF | 100,00% | 100,00% |
18/11/2024 | 1,88% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 760 CHF | 55 799 CHF | 100,00% | 100,00% |
15/11/2024 | 1,88% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 974 CHF | 56 015 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 816 CHF | 55 846 CHF | 99,27% | 99,27% |
13/11/2024 | 2,00% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 52 480 CHF | 52 926 CHF | 99,40% | 99,40% |
12/11/2024 | 1,91% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 074 CHF | 56 136 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 019 CHF | 54 051 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 56 910 | 50 000 | 55 330 CHF | 49 737 CHF | 100,00% | 100,00% |
07/11/2024 | 2,28% | 0,94 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 48 764 | 57 835 CHF | 48 063 CHF | 98,71% | 98,71% |