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 | 1,83% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 040 CHF | 59 114 CHF | 100,00% | 100,00% |
19/11/2024 | 1,86% | 1,11 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 137 CHF | 58 208 CHF | 100,00% | 100,00% |
18/11/2024 | 1,98% | 1,06 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 098 CHF | 54 161 CHF | 100,00% | 100,00% |
15/11/2024 | 2,05% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 275 CHF | 54 379 CHF | 100,00% | 100,00% |
14/11/2024 | 2,03% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 075 CHF | 54 162 CHF | 99,27% | 99,27% |
13/11/2024 | 2,14% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 479 | 49 435 | 51 277 CHF | 51 305 CHF | 99,40% | 99,40% |
12/11/2024 | 1,90% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 444 CHF | 54 469 CHF | 100,00% | 100,00% |
11/11/2024 | 2,02% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 330 CHF | 52 380 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 59 061 | 50 000 | 55 474 CHF | 48 039 CHF | 100,00% | 100,00% |
07/11/2024 | 2,32% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 48 722 | 55 827 CHF | 46 373 CHF | 98,89% | 98,89% |