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 | 0,52% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 183 CHF | 96 683 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 693 CHF | 95 193 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 289 CHF | 94 789 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 233 CHF | 92 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 863 CHF | 90 363 CHF | 99,27% | 99,27% |
13/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 88 942 CHF | 89 240 CHF | 99,40% | 99,40% |
12/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 415 CHF | 91 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 488 CHF | 93 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 280 CHF | 91 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 90 859 CHF | 90 885 CHF | 99,05% | 99,05% |