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 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 83 133 CHF | 83 628 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 80 733 CHF | 81 225 CHF | 61,62% | 61,62% |
18/11/2024 | 0,66% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 75 293 CHF | 75 789 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 822 CHF | 77 322 CHF | 70,45% | 70,45% |
14/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 79 361 CHF | 79 856 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 76 109 CHF | 76 605 CHF | 99,95% | 99,95% |
12/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 77 303 CHF | 77 799 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 79 160 CHF | 79 656 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 86 276 CHF | 86 771 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 86 791 CHF | 87 287 CHF | 100,00% | 100,00% |