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% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 446 CHF | 68 946 CHF | 99,96% | 99,96% |
19/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 625 CHF | 60 125 CHF | 99,85% | 99,85% |
18/11/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 011 CHF | 64 511 CHF | 99,88% | 99,88% |
15/11/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 959 CHF | 65 459 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 217 CHF | 61 717 CHF | 99,52% | 99,52% |
13/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 004 CHF | 52 504 CHF | 99,96% | 99,96% |
12/11/2024 | 0,86% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 668 CHF | 58 168 CHF | 99,79% | 99,79% |
11/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 293 CHF | 60 793 CHF | 99,78% | 99,78% |
08/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 496 CHF | 57 996 CHF | 99,88% | 99,88% |
07/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 602 CHF | 61 102 CHF | 99,91% | 99,91% |