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 | 0,83% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 633 CHF | 120 633 CHF | 99,39% | 99,39% |
19/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 556 CHF | 58 056 CHF | 99,31% | 99,31% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 069 CHF | 56 569 CHF | 99,30% | 99,30% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 039 CHF | 56 539 CHF | 99,39% | 99,39% |
14/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 369 CHF | 56 869 CHF | 99,35% | 99,35% |
13/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 495 CHF | 54 995 CHF | 99,39% | 99,39% |
12/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 105 CHF | 63 605 CHF | 99,10% | 99,10% |
11/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 750 CHF | 62 250 CHF | 99,29% | 99,29% |
08/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 436 CHF | 64 936 CHF | 99,39% | 99,39% |
07/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 953 CHF | 65 453 CHF | 99,29% | 99,29% |