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 | 0,95% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 013 CHF | 69 673 CHF | 99,64% | 99,64% |
19/11/2024 | 1,10% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 792 CHF | 59 445 CHF | 96,67% | 96,67% |
18/11/2024 | 1,30% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 44 486 | 59 838 CHF | 53 857 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 056 CHF | 62 741 CHF | 97,65% | 97,65% |
14/11/2024 | 1,07% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 257 CHF | 64 949 CHF | 99,42% | 99,42% |
13/11/2024 | 1,03% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 774 | 49 435 | 66 331 CHF | 66 559 CHF | 98,22% | 98,22% |
12/11/2024 | 0,93% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 990 CHF | 71 654 CHF | 99,54% | 99,54% |
11/11/2024 | 0,90% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 867 CHF | 75 544 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 712 CHF | 69 400 CHF | 96,69% | 96,69% |
07/11/2024 | 0,98% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 49 481 | 48 702 | 69 241 CHF | 68 862 CHF | 99,02% | 99,02% |