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 | 0,64% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 629 CHF | 88 192 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 015 CHF | 86 607 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 913 CHF | 81 533 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 442 CHF | 81 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 623 CHF | 86 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,72% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 763 | 49 703 | 84 297 CHF | 84 805 CHF | 99,32% | 99,32% |
12/11/2024 | 0,58% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 889 CHF | 93 434 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 725 CHF | 98 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 830 CHF | 93 417 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 48 962 | 48 703 | 92 144 CHF | 92 244 CHF | 99,13% | 99,13% |