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 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 124 CHF | 59 624 CHF | 99,96% | 99,96% |
19/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 928 CHF | 60 428 CHF | 99,81% | 99,81% |
18/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 490 CHF | 60 990 CHF | 99,92% | 99,92% |
15/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 129 CHF | 60 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 959 CHF | 61 459 CHF | 99,54% | 99,54% |
13/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 180 CHF | 62 680 CHF | 99,97% | 99,97% |
12/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 055 CHF | 59 555 CHF | 99,83% | 99,83% |
11/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 709 CHF | 56 209 CHF | 99,82% | 99,82% |
08/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 265 CHF | 56 765 CHF | 99,81% | 99,81% |
07/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 993 CHF | 56 493 CHF | 99,89% | 99,89% |