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 | 0,75% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 183 CHF | 66 683 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 693 CHF | 65 193 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 392 CHF | 64 892 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 233 CHF | 62 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 915 CHF | 60 415 CHF | 99,27% | 99,27% |
13/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 49 436 | 59 807 CHF | 59 631 CHF | 99,40% | 99,40% |
12/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 415 CHF | 61 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 614 CHF | 64 114 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 280 CHF | 61 780 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 62 173 CHF | 61 702 CHF | 99,05% | 99,05% |