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 | 0,62% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 032 CHF | 80 532 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 511 CHF | 79 011 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 240 CHF | 78 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 988 CHF | 76 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 663 CHF | 74 163 CHF | 99,27% | 99,27% |
13/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 73 335 CHF | 73 333 CHF | 99,40% | 99,40% |
12/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 240 CHF | 75 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 383 CHF | 77 883 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 121 CHF | 75 621 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 75 805 CHF | 75 124 CHF | 99,05% | 99,05% |