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 | 1,01% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 123 CHF | 54 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 145 CHF | 56 674 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 567 CHF | 55 112 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 385 CHF | 55 941 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 651 CHF | 54 214 CHF | 99,52% | 99,52% |
13/11/2024 | 1,00% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 700 | 54 176 CHF | 54 391 CHF | 98,35% | 98,35% |
12/11/2024 | 1,06% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 303 CHF | 51 847 CHF | 99,93% | 99,93% |
11/11/2024 | 1,15% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 591 CHF | 49 389 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 918 CHF | 52 460 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 51 685 CHF | 50 872 CHF | 98,50% | 98,50% |