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 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 409 CHF | 51 909 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 115 CHF | 50 615 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 784 CHF | 52 284 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 139 CHF | 52 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 60 720 CHF | 61 320 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 0,94 CHF | 0,95 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 63 750 CHF | 64 350 CHF | 100,00% | 100,00% |
12/11/2024 | 1,19% | 0,95 CHF | 0,96 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 58 403 CHF | 59 103 CHF | 100,00% | 100,00% |
11/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 54 411 CHF | 55 111 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 57 781 CHF | 58 481 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 621 CHF | 49 221 CHF | 100,00% | 100,00% |