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 | 0,88% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 525 CHF | 57 025 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 527 CHF | 57 027 CHF | 99,40% | 99,40% |
18/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 896 CHF | 56 396 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 442 CHF | 54 942 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 127 CHF | 55 627 CHF | 99,52% | 99,52% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 49 704 | 55 039 CHF | 55 221 CHF | 99,32% | 99,32% |
12/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 171 CHF | 58 671 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 102 CHF | 59 602 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 684 CHF | 57 184 CHF | 100,00% | 100,00% |
07/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 48 703 | 56 506 CHF | 55 547 CHF | 99,13% | 99,13% |