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 | 1,96% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 411 CHF | 57 529 CHF | 100,00% | 100,00% |
19/11/2024 | 1,85% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 600 CHF | 56 637 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 498 CHF | 52 598 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 685 CHF | 52 767 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 515 CHF | 52 589 CHF | 99,27% | 99,27% |
13/11/2024 | 2,17% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 58 362 | 49 435 | 57 448 CHF | 49 742 CHF | 99,40% | 99,40% |
12/11/2024 | 2,07% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 862 CHF | 52 944 CHF | 100,00% | 100,00% |
11/11/2024 | 2,09% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 54 193 | 50 000 | 53 933 CHF | 50 849 CHF | 100,00% | 100,00% |
08/11/2024 | 2,26% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 647 CHF | 46 578 CHF | 100,00% | 100,00% |
07/11/2024 | 2,39% | 0,87 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 48 722 | 54 006 CHF | 44 892 CHF | 98,89% | 98,89% |