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 | 0,57% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 173 476 CHF | 174 476 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 168 390 CHF | 169 390 CHF | 99,89% | 99,89% |
18/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 371 CHF | 86 871 CHF | 99,91% | 99,91% |
15/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 124 CHF | 84 624 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 284 CHF | 81 784 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 862 CHF | 79 362 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 217 CHF | 82 717 CHF | 99,70% | 99,70% |
11/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 054 CHF | 88 554 CHF | 99,91% | 99,91% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 107 CHF | 86 607 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 374 CHF | 88 874 CHF | 99,91% | 99,91% |