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 | 0,72% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 72 909 CHF | 73 434 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 934 CHF | 74 577 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 415 CHF | 73 057 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 385 CHF | 70 992 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 026 CHF | 71 594 CHF | 99,27% | 99,27% |
13/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 70 108 CHF | 70 049 CHF | 99,40% | 99,40% |
12/11/2024 | 0,81% | 1,48 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 801 CHF | 75 412 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 205 CHF | 79 705 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 475 CHF | 79 975 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 77 498 CHF | 78 092 CHF | 99,06% | 99,06% |