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 | 0,74% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 323 CHF | 67 823 CHF | 99,95% | 99,95% |
19/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 062 CHF | 65 562 CHF | 99,76% | 99,76% |
18/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 480 CHF | 64 980 CHF | 99,91% | 99,91% |
15/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 291 CHF | 61 791 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 924 CHF | 58 424 CHF | 99,60% | 99,60% |
13/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 799 CHF | 58 299 CHF | 99,95% | 99,95% |
12/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 092 CHF | 60 592 CHF | 99,76% | 99,76% |
11/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 463 CHF | 63 963 CHF | 99,78% | 99,78% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 796 CHF | 60 296 CHF | 99,89% | 99,89% |
07/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 091 CHF | 62 591 CHF | 99,88% | 99,88% |