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 | 0,84% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 949 CHF | 59 449 CHF | 99,38% | 99,38% |
19/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 528 CHF | 57 028 CHF | 99,25% | 99,25% |
18/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 813 CHF | 56 313 CHF | 99,23% | 99,23% |
15/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 735 CHF | 57 235 CHF | 99,38% | 99,38% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 150 | 50 150 | 58 755 CHF | 59 257 CHF | 99,35% | 99,35% |
13/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 69 673 | 69 673 | 67 114 CHF | 67 811 CHF | 99,36% | 99,36% |
12/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 429 CHF | 53 929 CHF | 99,09% | 99,09% |
11/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 979 CHF | 57 479 CHF | 99,25% | 99,25% |
08/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 340 CHF | 54 840 CHF | 99,38% | 99,38% |
07/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 836 CHF | 52 336 CHF | 99,28% | 99,28% |