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% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 032 CHF | 83 532 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 511 CHF | 82 011 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 172 CHF | 81 672 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 988 CHF | 79 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 663 CHF | 77 163 CHF | 99,27% | 99,27% |
13/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 76 277 CHF | 76 255 CHF | 99,40% | 99,40% |
12/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 240 CHF | 78 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 383 CHF | 80 883 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 121 CHF | 78 621 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 78 775 CHF | 78 049 CHF | 99,05% | 99,05% |