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 | 0,80% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 437 CHF | 62 937 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 403 CHF | 62 903 CHF | 99,40% | 99,40% |
18/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 819 CHF | 62 319 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 273 CHF | 60 773 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 004 CHF | 61 504 CHF | 99,52% | 99,52% |
13/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 49 704 | 60 938 CHF | 61 085 CHF | 99,32% | 99,32% |
12/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 040 CHF | 64 540 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 022 CHF | 65 522 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 674 CHF | 63 174 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 62 401 CHF | 61 292 CHF | 99,13% | 99,13% |