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 | 0,65% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 85 105 CHF | 85 657 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 272 CHF | 86 817 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 713 CHF | 85 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 629 CHF | 83 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 413 CHF | 83 913 CHF | 99,27% | 99,27% |
13/11/2024 | 0,69% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 82 319 CHF | 82 221 CHF | 99,40% | 99,40% |
12/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 109 CHF | 87 609 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 396 CHF | 92 005 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 786 CHF | 92 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 89 305 CHF | 89 833 CHF | 99,06% | 99,06% |