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% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 249 CHF | 55 749 CHF | 99,97% | 99,97% |
19/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 955 CHF | 57 455 CHF | 99,92% | 99,92% |
18/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 718 CHF | 57 218 CHF | 99,91% | 99,91% |
15/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 232 CHF | 56 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 227 CHF | 56 727 CHF | 99,68% | 99,68% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 345 CHF | 56 845 CHF | 99,94% | 99,94% |
12/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 441 CHF | 56 941 CHF | 99,82% | 99,82% |
11/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 914 CHF | 55 414 CHF | 99,80% | 99,80% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 271 CHF | 55 771 CHF | 99,89% | 99,89% |
07/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 389 CHF | 54 889 CHF | 99,90% | 99,90% |