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 | 1,43% | 1,02 CHF | 1,04 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 54 109 CHF | 27 445 CHF | 100,00% | 100,00% |
19/11/2024 | 1,40% | 1,05 CHF | 1,07 CHF | 50 000 | 25 000 | 50 337 | 25 000 | 51 802 CHF | 26 098 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 1,11 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 241 CHF | 29 013 CHF | 93,88% | 93,88% |
15/11/2024 | 1,22% | 1,22 CHF | 1,23 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 720 CHF | 30 226 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 1,03 CHF | 1,04 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 52 536 CHF | 26 618 CHF | 99,22% | 99,22% |
13/11/2024 | 1,61% | 1,00 CHF | 1,01 CHF | 50 000 | 25 000 | 55 355 | 24 942 | 55 014 CHF | 25 230 CHF | 99,36% | 99,36% |
12/11/2024 | 1,37% | 1,01 CHF | 1,02 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 58 026 CHF | 29 414 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 1,27 CHF | 1,29 CHF | 40 000 | 25 000 | 42 100 | 25 000 | 53 018 CHF | 31 934 CHF | 100,00% | 100,00% |
08/11/2024 | 2,23% | 1,15 CHF | 1,18 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 14 022 CHF | 14 338 CHF | 86,95% | 86,95% |
07/11/2024 | 1,56% | 1,05 CHF | 1,06 CHF | 50 000 | 25 000 | 53 230 | 24 739 | 53 382 CHF | 25 342 CHF | 98,73% | 98,73% |