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 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 532 CHF | 87 032 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 011 CHF | 85 511 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 672 CHF | 85 172 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 488 CHF | 82 988 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 163 CHF | 80 663 CHF | 99,27% | 99,27% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 79 762 CHF | 79 715 CHF | 99,40% | 99,40% |
12/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 740 CHF | 82 240 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 883 CHF | 84 383 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 621 CHF | 82 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 81 387 CHF | 81 461 CHF | 99,05% | 99,05% |