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 | 0,70% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 284 CHF | 76 819 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 966 CHF | 79 577 CHF | 99,40% | 99,40% |
18/11/2024 | 0,75% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 019 CHF | 78 604 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 967 CHF | 77 683 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 841 CHF | 75 626 CHF | 99,52% | 99,52% |
13/11/2024 | 0,77% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 49 777 | 49 383 | 72 939 CHF | 72 920 CHF | 99,32% | 99,32% |
12/11/2024 | 0,79% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 844 CHF | 70 397 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,41 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 799 CHF | 71 393 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 491 CHF | 72 198 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 49 481 | 48 444 | 73 551 CHF | 72 717 CHF | 99,13% | 99,13% |