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% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 90 222 CHF | 90 747 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 422 CHF | 91 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 915 CHF | 90 415 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 747 CHF | 88 385 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 526 CHF | 89 026 CHF | 99,27% | 99,27% |
13/11/2024 | 0,64% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 49 548 | 49 375 | 87 086 CHF | 87 330 CHF | 99,40% | 99,40% |
12/11/2024 | 0,63% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 223 CHF | 92 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 536 CHF | 97 036 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 926 CHF | 97 426 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 94 254 CHF | 94 771 CHF | 99,06% | 99,06% |