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 | 0,50% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 30 876 | 30 876 | 61 755 CHF | 62 064 CHF | 99,37% | 99,37% |
19/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 047 CHF | 91 547 CHF | 99,27% | 99,27% |
18/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 833 CHF | 91 333 CHF | 99,30% | 99,30% |
15/11/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 573 CHF | 92 073 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 237 CHF | 95 737 CHF | 99,37% | 99,37% |
13/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 734 CHF | 92 234 CHF | 99,35% | 99,35% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 39 518 | 39 518 | 78 390 CHF | 78 786 CHF | 99,03% | 99,03% |
11/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 573 CHF | 51 823 CHF | 99,23% | 99,23% |
08/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 25 000 | 25 000 | 34 031 | 34 031 | 68 011 CHF | 68 351 CHF | 99,39% | 99,39% |
07/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 784 CHF | 94 284 CHF | 99,26% | 99,26% |