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 | 0,81% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 69 556 CHF | 70 118 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 678 CHF | 71 178 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 120 CHF | 69 713 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 099 CHF | 67 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 758 CHF | 68 310 CHF | 99,27% | 99,27% |
13/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 66 770 CHF | 66 735 CHF | 99,40% | 99,40% |
12/11/2024 | 0,88% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 433 CHF | 72 067 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 748 CHF | 76 381 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 124 CHF | 76 686 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 74 293 CHF | 74 783 CHF | 99,06% | 99,06% |