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 | 0,66% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 223 CHF | 75 723 CHF | 99,00% | 99,00% |
19/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 791 CHF | 75 291 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 850 CHF | 78 531 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 489 CHF | 80 152 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 612 CHF | 80 330 CHF | 99,22% | 99,22% |
13/11/2024 | 0,88% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 77 765 CHF | 78 178 CHF | 99,36% | 99,36% |
12/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 304 CHF | 82 804 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 317 CHF | 85 817 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 953 CHF | 82 535 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 49 479 | 48 696 | 80 038 CHF | 79 328 CHF | 98,73% | 98,73% |