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 | 0,95% | 1,01 CHF | 1,02 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 46 994 CHF | 47 444 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 40 983 CHF | 41 383 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 44 284 CHF | 44 684 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 46 441 CHF | 46 841 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 48 718 CHF | 49 118 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 47 157 CHF | 47 557 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,19 CHF | 1,20 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 44 512 CHF | 44 862 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 49 163 CHF | 49 513 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 42 602 CHF | 42 902 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 48 392 CHF | 48 692 CHF | 100,00% | 100,00% |