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 | 1,07% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 723 CHF | 55 309 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 781 CHF | 54 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 830 CHF | 54 330 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 891 CHF | 55 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 966 CHF | 55 466 CHF | 99,52% | 99,52% |
13/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 49 704 | 59 627 CHF | 59 781 CHF | 99,32% | 99,32% |
12/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 483 CHF | 58 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 490 CHF | 56 022 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 621 CHF | 55 121 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 52 165 CHF | 51 279 CHF | 98,51% | 98,51% |