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 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 447 CHF | 56 947 CHF | 99,96% | 99,96% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 103 CHF | 56 603 CHF | 99,80% | 99,80% |
18/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 269 CHF | 58 769 CHF | 99,90% | 99,90% |
15/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 369 CHF | 59 869 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 443 CHF | 59 943 CHF | 99,56% | 99,56% |
13/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 364 CHF | 58 864 CHF | 99,97% | 99,97% |
12/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 060 CHF | 61 560 CHF | 99,81% | 99,81% |
11/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 089 CHF | 63 589 CHF | 99,81% | 99,81% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 958 CHF | 61 458 CHF | 99,82% | 99,82% |
07/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 151 CHF | 60 651 CHF | 99,89% | 99,89% |