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 | 1,20% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 942 CHF | 78 885 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 697 CHF | 75 645 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 813 CHF | 76 754 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 114 CHF | 77 855 CHF | 99,99% | 99,99% |
14/11/2024 | 1,16% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 351 CHF | 80 279 CHF | 99,52% | 99,52% |
13/11/2024 | 1,17% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 49 777 | 49 383 | 77 784 CHF | 78 071 CHF | 99,32% | 99,32% |
12/11/2024 | 1,01% | 1,55 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 700 CHF | 78 491 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 1,57 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 983 CHF | 80 827 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 154 CHF | 77 911 CHF | 100,00% | 100,00% |
07/11/2024 | 1,13% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 49 481 | 48 444 | 76 220 CHF | 75 475 CHF | 99,12% | 99,12% |