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 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 143 CHF | 55 643 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 488 CHF | 53 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 868 CHF | 55 368 CHF | 94,79% | 94,79% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 672 CHF | 56 172 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 203 CHF | 55 703 CHF | 99,44% | 99,44% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 49 520 | 52 607 CHF | 52 596 CHF | 98,88% | 98,88% |
12/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 731 CHF | 54 231 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 017 CHF | 54 517 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 694 CHF | 53 194 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 48 442 | 53 384 CHF | 52 185 CHF | 99,06% | 99,06% |