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 | 1,77% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 715 CHF | 53 655 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 58 086 | 50 000 | 57 629 CHF | 50 381 CHF | 100,00% | 100,00% |
18/11/2024 | 1,67% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 51 017 | 50 000 | 51 761 CHF | 51 608 CHF | 100,00% | 100,00% |
15/11/2024 | 1,71% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 763 CHF | 52 655 CHF | 99,99% | 99,99% |
14/11/2024 | 1,39% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 183 CHF | 54 940 CHF | 99,52% | 99,52% |
13/11/2024 | 1,59% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 49 383 | 52 923 CHF | 53 101 CHF | 99,32% | 99,32% |
12/11/2024 | 1,67% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 416 CHF | 53 300 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 827 CHF | 55 601 CHF | 100,00% | 100,00% |
08/11/2024 | 1,67% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 911 CHF | 52 784 CHF | 100,00% | 100,00% |
07/11/2024 | 1,83% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 48 444 | 51 841 CHF | 51 174 CHF | 99,12% | 99,12% |