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 | 1,90% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 694 CHF | 54 725 CHF | 100,00% | 100,00% |
19/11/2024 | 1,95% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 892 CHF | 53 935 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 512 | 50 000 | 58 024 CHF | 49 799 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 556 | 50 000 | 58 324 CHF | 50 015 CHF | 100,00% | 100,00% |
14/11/2024 | 2,09% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 58 635 | 50 000 | 57 212 CHF | 49 846 CHF | 99,27% | 99,27% |
13/11/2024 | 2,27% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 49 435 | 55 776 CHF | 46 999 CHF | 99,40% | 99,40% |
12/11/2024 | 2,12% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 57 737 | 50 000 | 56 633 CHF | 50 136 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 440 CHF | 48 080 CHF | 100,00% | 100,00% |
08/11/2024 | 2,38% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 63 493 | 50 000 | 54 129 CHF | 43 748 CHF | 100,00% | 100,00% |
07/11/2024 | 2,60% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 61 438 | 48 764 | 51 836 CHF | 42 230 CHF | 98,71% | 98,71% |