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 | 0,58% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 91 706 CHF | 92 231 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 922 CHF | 93 434 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 360 CHF | 91 915 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 247 CHF | 89 885 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 026 CHF | 90 526 CHF | 99,27% | 99,27% |
13/11/2024 | 0,63% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 88 572 CHF | 88 811 CHF | 99,40% | 99,40% |
12/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 801 CHF | 94 301 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 036 CHF | 98 705 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 426 CHF | 98 975 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 95 693 CHF | 96 209 CHF | 99,06% | 99,06% |