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 | 1,97% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 628 CHF | 54 694 CHF | 100,00% | 100,00% |
19/11/2024 | 2,05% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 797 CHF | 53 892 CHF | 100,00% | 100,00% |
18/11/2024 | 2,17% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 613 | 50 000 | 58 053 CHF | 49 769 CHF | 100,00% | 100,00% |
15/11/2024 | 2,14% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 616 | 50 000 | 58 316 CHF | 49 974 CHF | 100,00% | 100,00% |
14/11/2024 | 2,11% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 58 699 | 50 000 | 57 242 CHF | 49 829 CHF | 99,27% | 99,27% |
13/11/2024 | 2,28% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 49 435 | 55 728 CHF | 46 965 CHF | 99,40% | 99,40% |
12/11/2024 | 2,12% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 57 843 | 50 000 | 56 696 CHF | 50 098 CHF | 100,00% | 100,00% |
11/11/2024 | 2,17% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 423 CHF | 48 051 CHF | 100,00% | 100,00% |
08/11/2024 | 2,34% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 63 434 | 50 000 | 54 125 CHF | 43 769 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% |