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 | 1,71% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 657 CHF | 61 705 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 843 CHF | 60 914 CHF | 100,00% | 100,00% |
18/11/2024 | 1,87% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 730 CHF | 56 780 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 928 CHF | 56 994 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 800 CHF | 56 835 CHF | 99,27% | 99,27% |
13/11/2024 | 2,01% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 49 435 | 53 451 CHF | 53 908 CHF | 99,40% | 99,40% |
12/11/2024 | 1,87% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 066 CHF | 57 125 CHF | 100,00% | 100,00% |
11/11/2024 | 1,94% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 033 CHF | 55 091 CHF | 100,00% | 100,00% |
08/11/2024 | 2,03% | 1,05 CHF | 1,08 CHF | 50 000 | 50 000 | 55 423 | 50 000 | 55 015 CHF | 50 782 CHF | 100,00% | 100,00% |
07/11/2024 | 2,22% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 58 541 | 48 764 | 57 617 CHF | 49 066 CHF | 98,71% | 98,71% |