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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 685 CHF | 63 185 CHF | 100,00% | 100,00% |
20/11/2024 | 0,82% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 014 CHF | 61 514 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 191 CHF | 64 691 CHF | 99,91% | 99,91% |
18/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 708 CHF | 59 208 CHF | 99,89% | 99,89% |
15/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 854 CHF | 58 354 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 609 CHF | 62 109 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 931 CHF | 66 431 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 526 CHF | 61 026 CHF | 99,67% | 99,67% |
11/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 67 678 | 67 678 | 66 658 CHF | 67 335 CHF | 99,88% | 99,88% |
08/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 55 901 | 55 901 | 56 071 CHF | 56 630 CHF | 100,00% | 100,00% |