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 | 0,74% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 75 987 CHF | 76 548 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 178 CHF | 77 678 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 620 CHF | 76 120 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 599 CHF | 74 099 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 258 CHF | 74 810 CHF | 99,27% | 99,27% |
13/11/2024 | 0,75% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 73 194 CHF | 73 154 CHF | 99,40% | 99,40% |
12/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 933 CHF | 78 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,63 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 248 CHF | 82 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 624 CHF | 83 186 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 80 478 CHF | 81 016 CHF | 99,06% | 99,06% |