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 | 0,63% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 79 449 CHF | 79 949 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 577 CHF | 81 178 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 057 CHF | 79 620 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 992 CHF | 77 599 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 594 CHF | 78 258 CHF | 99,27% | 99,27% |
13/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 76 678 CHF | 76 564 CHF | 99,40% | 99,40% |
12/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 412 CHF | 81 933 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 705 CHF | 86 248 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 975 CHF | 86 624 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 83 834 CHF | 84 325 CHF | 99,06% | 99,06% |