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 | 0,82% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 955 CHF | 61 455 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 501 CHF | 57 001 CHF | 98,01% | 98,01% |
18/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 190 CHF | 57 690 CHF | 99,95% | 99,95% |
15/11/2024 | 0,82% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 795 CHF | 61 295 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 392 CHF | 69 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 028 CHF | 68 528 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 906 CHF | 70 406 CHF | 99,99% | 99,99% |
11/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 628 CHF | 72 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 173 CHF | 67 673 CHF | 99,00% | 99,00% |
07/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 424 CHF | 64 924 CHF | 98,78% | 98,78% |