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 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 624 CHF | 77 124 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 131 CHF | 75 631 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 740 CHF | 75 240 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 538 CHF | 73 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 192 CHF | 70 692 CHF | 99,27% | 99,27% |
13/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 69 851 CHF | 69 872 CHF | 99,40% | 99,40% |
12/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 891 CHF | 72 391 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 959 CHF | 74 459 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 690 CHF | 72 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 72 376 CHF | 71 748 CHF | 99,05% | 99,05% |