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 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 194 CHF | 54 694 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 065 CHF | 55 565 CHF | 99,92% | 99,92% |
18/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 385 | 50 385 | 52 173 CHF | 52 676 CHF | 99,91% | 99,91% |
15/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 62 589 | 62 589 | 62 311 CHF | 62 936 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 73 249 | 73 249 | 69 401 CHF | 70 133 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 67 502 | 67 502 | 66 098 CHF | 66 773 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 392 CHF | 69 142 CHF | 99,72% | 99,72% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 550 CHF | 62 300 CHF | 99,87% | 99,87% |
08/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 899 CHF | 62 649 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 586 CHF | 55 336 CHF | 99,86% | 99,86% |