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 | 0,55% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 339 CHF | 90 839 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 882 CHF | 89 382 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 597 CHF | 89 097 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 420 CHF | 86 920 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 074 CHF | 84 574 CHF | 99,27% | 99,27% |
13/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 83 281 CHF | 83 592 CHF | 99,40% | 99,40% |
12/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 546 CHF | 86 046 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 653 CHF | 88 153 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 417 CHF | 85 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 85 127 CHF | 85 180 CHF | 99,05% | 99,05% |