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 | 0,79% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 980 CHF | 70 535 CHF | 99,00% | 99,00% |
19/11/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 434 CHF | 69 968 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 531 CHF | 73 114 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 237 CHF | 74 737 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 392 CHF | 74 892 CHF | 99,22% | 99,22% |
13/11/2024 | 0,96% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 72 520 CHF | 72 964 CHF | 99,36% | 99,36% |
12/11/2024 | 0,88% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 889 CHF | 77 571 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 884 CHF | 80 518 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 535 CHF | 77 247 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 49 479 | 48 696 | 74 613 CHF | 74 064 CHF | 98,73% | 98,73% |