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 | 0,54% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 624 CHF | 93 124 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 131 CHF | 91 631 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 740 CHF | 91 240 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 538 CHF | 89 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 192 CHF | 86 692 CHF | 99,27% | 99,27% |
13/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 85 389 CHF | 85 692 CHF | 99,40% | 99,40% |
12/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 891 CHF | 88 391 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 959 CHF | 90 459 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 621 CHF | 88 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 87 303 CHF | 87 347 CHF | 99,05% | 99,05% |