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 | 0,92% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 288 CHF | 54 788 CHF | 99,37% | 99,37% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 081 CHF | 55 581 CHF | 99,25% | 99,25% |
18/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 523 CHF | 55 023 CHF | 99,24% | 99,24% |
15/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 111 CHF | 56 611 CHF | 99,35% | 99,35% |
14/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 830 CHF | 59 330 CHF | 99,39% | 99,39% |
13/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 227 CHF | 60 727 CHF | 99,39% | 99,39% |
12/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 885 CHF | 56 385 CHF | 99,09% | 99,09% |
11/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 803 CHF | 57 303 CHF | 99,26% | 99,26% |
08/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 067 CHF | 58 567 CHF | 99,39% | 99,39% |
07/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 852 CHF | 53 352 CHF | 99,27% | 99,27% |