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 | 1,36% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 655 CHF | 58 442 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 381 CHF | 55 197 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 567 CHF | 56 313 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 655 CHF | 57 614 CHF | 99,99% | 99,99% |
14/11/2024 | 1,54% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 940 CHF | 59 851 CHF | 99,52% | 99,52% |
13/11/2024 | 1,53% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 49 383 | 57 752 CHF | 57 917 CHF | 99,32% | 99,32% |
12/11/2024 | 1,56% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 300 CHF | 58 200 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 601 CHF | 60 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 767 CHF | 57 654 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 56 584 CHF | 55 774 CHF | 99,12% | 99,12% |