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 | 0,50% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 783 CHF | 99 283 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 333 CHF | 97 833 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 892 CHF | 97 392 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 790 CHF | 95 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 415 CHF | 92 915 CHF | 99,27% | 99,27% |
13/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 91 473 CHF | 91 764 CHF | 99,40% | 99,40% |
12/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 991 CHF | 94 491 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 114 CHF | 96 614 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 834 CHF | 94 334 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 93 374 CHF | 93 387 CHF | 99,05% | 99,05% |