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 | 0,67% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 78 350 CHF | 78 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 422 CHF | 79 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 860 CHF | 78 415 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 747 CHF | 76 385 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 455 CHF | 77 026 CHF | 99,27% | 99,27% |
13/11/2024 | 0,74% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 75 535 CHF | 75 480 CHF | 99,40% | 99,40% |
12/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 301 CHF | 80 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 536 CHF | 85 205 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 926 CHF | 85 475 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 82 747 CHF | 83 264 CHF | 99,06% | 99,06% |