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 | 0,70% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 83 817 CHF | 84 401 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 077 CHF | 85 577 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 557 CHF | 84 057 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 492 CHF | 81 992 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 094 CHF | 82 594 CHF | 99,27% | 99,27% |
13/11/2024 | 0,74% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 81 063 CHF | 81 007 CHF | 99,40% | 99,40% |
12/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 912 CHF | 86 412 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 205 CHF | 90 748 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 475 CHF | 91 124 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 88 048 CHF | 88 640 CHF | 99,06% | 99,06% |