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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 779 CHF | 66 279 CHF | 100,00% | 100,00% |
22/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 794 CHF | 65 294 CHF | 100,00% | 100,00% |
20/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 141 CHF | 67 641 CHF | 99,98% | 99,98% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 485 CHF | 68 985 CHF | 98,05% | 98,05% |
18/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 862 CHF | 68 362 CHF | 99,91% | 99,91% |
15/11/2024 | 0,77% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 046 CHF | 65 546 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 040 CHF | 65 540 CHF | 99,64% | 99,64% |
13/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 247 CHF | 62 747 CHF | 99,95% | 99,95% |
12/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 271 CHF | 60 771 CHF | 99,82% | 99,82% |
11/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 666 CHF | 58 166 CHF | 99,80% | 99,80% |