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 | 0,73% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 445 CHF | 89 095 CHF | 99,64% | 99,64% |
19/11/2024 | 0,87% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 004 CHF | 77 680 CHF | 96,67% | 96,67% |
18/11/2024 | 1,00% | 1,59 CHF | 1,61 CHF | 50 000 | 50 000 | 47 794 | 44 486 | 74 867 CHF | 70 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,58 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 815 CHF | 81 479 CHF | 97,65% | 97,65% |
14/11/2024 | 0,80% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 189 CHF | 83 861 CHF | 99,42% | 99,42% |
13/11/2024 | 0,80% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 49 548 | 49 435 | 85 022 CHF | 85 506 CHF | 98,22% | 98,22% |
12/11/2024 | 0,79% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 609 CHF | 91 325 CHF | 99,54% | 99,54% |
11/11/2024 | 1,18% | 1,90 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 032 CHF | 96 162 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,79 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 286 CHF | 88 975 CHF | 96,69% | 96,69% |
07/11/2024 | 0,79% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 48 961 | 48 702 | 87 831 CHF | 88 065 CHF | 99,02% | 99,02% |