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 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 74 223 CHF | 74 723 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 272 CHF | 75 817 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 713 CHF | 74 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 629 CHF | 72 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 310 CHF | 72 913 CHF | 99,27% | 99,27% |
13/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 71 369 CHF | 71 297 CHF | 99,40% | 99,40% |
12/11/2024 | 0,71% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 067 CHF | 76 609 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 396 CHF | 80 896 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 786 CHF | 81 286 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 78 757 CHF | 79 286 CHF | 99,06% | 99,06% |