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 | 1,68% | 1,18 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 240 CHF | 63 297 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 1,20 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 467 CHF | 62 515 CHF | 100,00% | 100,00% |
18/11/2024 | 1,87% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 336 CHF | 58 418 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 529 CHF | 58 575 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 1,15 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 368 CHF | 58 409 CHF | 98,56% | 98,56% |
13/11/2024 | 1,94% | 1,12 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 55 049 CHF | 55 483 CHF | 99,40% | 99,40% |
12/11/2024 | 1,83% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 666 CHF | 58 732 CHF | 100,00% | 100,00% |
11/11/2024 | 1,84% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 662 CHF | 56 695 CHF | 100,00% | 100,00% |
08/11/2024 | 1,95% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 52 012 | 50 000 | 53 362 CHF | 52 385 CHF | 100,00% | 100,00% |
07/11/2024 | 2,11% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 50 704 | 48 764 | 51 555 CHF | 50 637 CHF | 98,71% | 98,71% |