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% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 994 CHF | 54 494 CHF | 99,37% | 99,37% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 736 CHF | 54 236 CHF | 98,56% | 98,56% |
18/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 495 CHF | 52 995 CHF | 99,26% | 99,26% |
15/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 781 CHF | 53 281 CHF | 99,38% | 99,38% |
14/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 544 CHF | 53 044 CHF | 99,36% | 99,36% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 447 CHF | 52 947 CHF | 99,39% | 99,39% |
12/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 231 CHF | 51 731 CHF | 99,09% | 99,09% |
11/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 943 CHF | 51 443 CHF | 99,23% | 99,23% |
08/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 255 CHF | 51 755 CHF | 99,39% | 99,39% |
07/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 868 CHF | 51 368 CHF | 99,27% | 99,27% |