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 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 855 CHF | 85 355 CHF | 99,73% | 99,73% |
19/11/2024 | 0,61% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 49 992 | 50 000 | 81 673 CHF | 82 186 CHF | 97,49% | 97,49% |
18/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 719 CHF | 74 219 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 790 CHF | 73 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 296 CHF | 70 796 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 222 CHF | 73 722 CHF | 99,94% | 99,94% |
12/11/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 848 CHF | 65 348 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 037 CHF | 60 537 CHF | 99,66% | 99,66% |
08/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 003 CHF | 65 503 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 439 CHF | 63 939 CHF | 99,70% | 99,70% |