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 | 0,98% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 889 CHF | 55 430 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 785 CHF | 57 334 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 306 CHF | 55 877 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 150 CHF | 56 685 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 414 CHF | 54 936 CHF | 99,52% | 99,52% |
13/11/2024 | 1,06% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 49 700 | 54 927 CHF | 55 178 CHF | 98,35% | 98,35% |
12/11/2024 | 1,05% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 149 CHF | 52 702 CHF | 99,93% | 99,93% |
11/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 56 659 | 50 000 | 56 213 CHF | 50 151 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 684 CHF | 53 228 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 52 433 CHF | 51 611 CHF | 98,50% | 98,50% |