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 | 0,70% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 71 597 CHF | 72 097 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,45 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 678 CHF | 73 272 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 120 CHF | 71 713 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 099 CHF | 69 629 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 758 CHF | 70 310 CHF | 99,27% | 99,27% |
13/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 49 774 | 49 375 | 68 761 CHF | 68 710 CHF | 99,40% | 99,40% |
12/11/2024 | 0,86% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 433 CHF | 74 067 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 881 CHF | 78 381 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 124 CHF | 78 686 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 47 945 | 47 945 | 76 211 CHF | 76 701 CHF | 99,06% | 99,06% |