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 | 1,12% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 511 CHF | 48 464 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 401 CHF | 47 501 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 401 CHF | 47 501 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 661 CHF | 48 573 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 58 297 | 50 000 | 56 040 CHF | 48 619 CHF | 99,52% | 99,52% |
13/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 49 704 | 52 769 CHF | 52 963 CHF | 99,32% | 99,32% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 600 CHF | 52 100 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 59 504 | 50 000 | 57 881 CHF | 49 216 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 340 CHF | 48 283 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 48 695 | 54 398 CHF | 44 622 CHF | 98,51% | 98,51% |