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 | 0,91% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 902 CHF | 55 402 CHF | 99,97% | 99,97% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 289 CHF | 55 789 CHF | 99,85% | 99,85% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 083 CHF | 53 583 CHF | 99,95% | 99,95% |
15/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 138 CHF | 51 638 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 950 CHF | 53 450 CHF | 99,66% | 99,66% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 854 CHF | 54 354 CHF | 99,97% | 99,97% |
12/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 745 CHF | 53 245 CHF | 99,83% | 99,83% |
11/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 377 CHF | 48 877 CHF | 99,83% | 99,83% |
08/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 034 CHF | 48 534 CHF | 99,86% | 99,86% |
07/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 045 CHF | 42 545 CHF | 99,90% | 99,90% |