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 | 0,91% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 885 CHF | 55 385 CHF | 99,96% | 99,96% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 651 CHF | 53 151 CHF | 99,79% | 99,79% |
18/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 174 CHF | 52 674 CHF | 99,89% | 99,89% |
15/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 929 CHF | 49 429 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 683 CHF | 46 183 CHF | 99,54% | 99,54% |
13/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 666 CHF | 46 166 CHF | 99,95% | 99,95% |
12/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 900 CHF | 48 400 CHF | 99,82% | 99,82% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 248 CHF | 51 748 CHF | 99,81% | 99,81% |
08/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 613 CHF | 48 113 CHF | 99,89% | 99,89% |
07/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 904 CHF | 50 404 CHF | 99,91% | 99,91% |