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 | 1,11% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 657 CHF | 45 157 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 675 CHF | 44 175 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 400 CHF | 40 900 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 113 CHF | 40 613 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 717 CHF | 44 217 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 38 691 CHF | 39 141 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 44 224 CHF | 44 674 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 47 857 CHF | 48 307 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 44 478 CHF | 44 928 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 45 459 CHF | 45 909 CHF | 100,00% | 100,00% |