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% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 64 115 CHF | 64 677 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 077 CHF | 65 678 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 620 CHF | 64 120 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 599 CHF | 62 099 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 258 CHF | 62 758 CHF | 99,27% | 99,27% |
13/11/2024 | 0,90% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 49 375 | 61 525 CHF | 61 304 CHF | 99,40% | 99,40% |
12/11/2024 | 0,96% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 933 CHF | 66 567 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 248 CHF | 70 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 624 CHF | 71 186 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 69 019 CHF | 69 509 CHF | 99,06% | 99,06% |