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 | 1,30% | 1,09 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 57 795 CHF | 29 275 CHF | 100,00% | 100,00% |
19/11/2024 | 1,49% | 1,12 CHF | 1,14 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 55 080 CHF | 27 953 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 1,18 CHF | 1,19 CHF | 50 000 | 25 000 | 48 002 | 25 000 | 58 342 CHF | 30 829 CHF | 93,88% | 93,88% |
15/11/2024 | 1,18% | 1,29 CHF | 1,31 CHF | 40 000 | 25 000 | 41 916 | 25 000 | 53 054 CHF | 32 065 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 1,10 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 126 CHF | 28 468 CHF | 99,22% | 99,22% |
13/11/2024 | 1,47% | 1,07 CHF | 1,08 CHF | 50 000 | 25 000 | 50 000 | 24 942 | 53 397 CHF | 27 032 CHF | 99,36% | 99,36% |
12/11/2024 | 1,28% | 1,08 CHF | 1,10 CHF | 50 000 | 25 000 | 44 134 | 25 000 | 54 199 CHF | 31 230 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 1,34 CHF | 1,36 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 53 393 CHF | 33 722 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 1,22 CHF | 1,25 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 14 937 CHF | 15 249 CHF | 86,95% | 86,95% |
07/11/2024 | 1,45% | 1,12 CHF | 1,14 CHF | 50 000 | 25 000 | 50 820 | 24 739 | 54 811 CHF | 27 161 CHF | 98,73% | 98,73% |