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 | 55 201 CHF | 55 701 CHF | 99,96% | 99,96% |
19/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 834 CHF | 56 334 CHF | 99,79% | 99,79% |
18/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 623 CHF | 55 123 CHF | 99,95% | 99,95% |
15/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 990 CHF | 53 490 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 069 CHF | 53 569 CHF | 99,49% | 99,49% |
13/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 468 CHF | 46 968 CHF | 99,95% | 99,95% |
12/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 371 CHF | 45 871 CHF | 99,82% | 99,82% |
11/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 483 CHF | 43 983 CHF | 99,82% | 99,82% |
08/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 794 CHF | 44 294 CHF | 99,87% | 99,87% |
07/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 551 CHF | 40 051 CHF | 99,60% | 99,60% |