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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,32% | 1,28 CHF | 1,30 CHF | 40 000 | 25 000 | 43 671 | 25 000 | 54 721 CHF | 31 824 CHF | 100,00% | 100,00% |
20/11/2024 | 1,32% | 1,19 CHF | 1,20 CHF | 50 000 | 25 000 | 43 097 | 25 000 | 53 683 CHF | 31 617 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 1,22 CHF | 1,23 CHF | 50 000 | 25 000 | 49 643 | 25 000 | 59 309 CHF | 30 269 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 1,27 CHF | 1,29 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 52 438 CHF | 33 169 CHF | 93,88% | 93,88% |
15/11/2024 | 1,13% | 1,38 CHF | 1,40 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 402 CHF | 34 390 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 1,20 CHF | 1,21 CHF | 50 000 | 25 000 | 48 513 | 25 000 | 58 890 CHF | 30 794 CHF | 99,22% | 99,22% |
13/11/2024 | 1,36% | 1,16 CHF | 1,18 CHF | 50 000 | 25 000 | 50 000 | 24 942 | 58 063 CHF | 29 362 CHF | 99,36% | 99,36% |
12/11/2024 | 1,22% | 1,17 CHF | 1,19 CHF | 50 000 | 25 000 | 41 401 | 25 000 | 54 760 CHF | 33 570 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 1,44 CHF | 1,45 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 095 CHF | 36 080 CHF | 100,00% | 100,00% |
08/11/2024 | 1,93% | 1,32 CHF | 1,34 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 16 100 CHF | 16 414 CHF | 86,95% | 86,95% |