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% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 67 298 CHF | 67 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 272 CHF | 68 817 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 713 CHF | 67 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 682 CHF | 65 182 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 413 CHF | 65 913 CHF | 99,27% | 99,27% |
13/11/2024 | 0,88% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 64 401 CHF | 64 446 CHF | 99,40% | 99,40% |
12/11/2024 | 0,88% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 109 CHF | 69 723 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 396 CHF | 74 005 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 786 CHF | 74 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 72 081 CHF | 72 573 CHF | 99,06% | 99,06% |