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 | 1,59% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 563 CHF | 67 628 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 659 CHF | 66 728 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 1,23 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 612 CHF | 62 684 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 786 CHF | 62 897 CHF | 100,00% | 100,00% |
14/11/2024 | 1,74% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 610 CHF | 62 690 CHF | 99,27% | 99,27% |
13/11/2024 | 1,81% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 59 325 CHF | 59 719 CHF | 99,40% | 99,40% |
12/11/2024 | 1,67% | 1,24 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 955 CHF | 62 999 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 849 CHF | 60 902 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 527 CHF | 56 554 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 48 722 | 55 022 CHF | 54 674 CHF | 98,89% | 98,89% |