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 | 1,60% | 1,32 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 894 CHF | 70 004 CHF | 100,00% | 100,00% |
19/11/2024 | 1,51% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 086 CHF | 69 123 CHF | 100,00% | 100,00% |
18/11/2024 | 1,69% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 971 CHF | 65 062 CHF | 100,00% | 100,00% |
15/11/2024 | 1,69% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 147 CHF | 65 241 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 974 CHF | 65 043 CHF | 99,27% | 99,27% |
13/11/2024 | 1,80% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 49 999 | 49 435 | 61 673 CHF | 62 074 CHF | 99,40% | 99,40% |
12/11/2024 | 1,67% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 320 CHF | 65 401 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 260 CHF | 63 299 CHF | 100,00% | 100,00% |
08/11/2024 | 1,73% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 998 CHF | 59 011 CHF | 100,00% | 100,00% |
07/11/2024 | 1,84% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 48 722 | 57 482 CHF | 57 026 CHF | 98,89% | 98,89% |