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% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 532 CHF | 72 032 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 131 CHF | 70 631 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 740 CHF | 70 240 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 488 CHF | 67 988 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 192 CHF | 65 692 CHF | 99,27% | 99,27% |
13/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 774 | 49 436 | 64 873 CHF | 64 929 CHF | 99,40% | 99,40% |
12/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 740 CHF | 67 240 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 959 CHF | 69 459 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 621 CHF | 67 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 49 498 | 48 746 | 67 427 CHF | 66 873 CHF | 99,05% | 99,05% |