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 | 0,72% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 683 CHF | 70 183 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 333 CHF | 68 833 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 892 CHF | 68 392 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 790 CHF | 66 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 415 CHF | 63 915 CHF | 99,27% | 99,27% |
13/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 63 021 CHF | 63 091 CHF | 99,40% | 99,40% |
12/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 915 CHF | 65 415 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 114 CHF | 67 614 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 780 CHF | 65 280 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 65 638 CHF | 65 114 CHF | 99,05% | 99,05% |