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 | 0,72% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 70 113 CHF | 70 613 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 178 CHF | 71 772 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 620 CHF | 70 213 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 599 CHF | 68 129 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 258 CHF | 68 810 CHF | 99,27% | 99,27% |
13/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 67 268 CHF | 67 229 CHF | 99,40% | 99,40% |
12/11/2024 | 0,88% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 933 CHF | 72 567 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 381 CHF | 76 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 686 CHF | 77 186 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 74 772 CHF | 75 412 CHF | 99,06% | 99,06% |