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 | 0,85% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 572 CHF | 59 072 CHF | 99,48% | 99,48% |
19/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 874 CHF | 57 374 CHF | 97,77% | 97,77% |
18/11/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 328 CHF | 53 828 CHF | 99,34% | 99,34% |
15/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 760 CHF | 53 260 CHF | 99,33% | 99,33% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 741 CHF | 53 241 CHF | 99,24% | 99,24% |
13/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 44 657 | 44 657 | 46 415 CHF | 46 862 CHF | 98,89% | 98,89% |
12/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 257 CHF | 26 507 CHF | 99,03% | 99,03% |
11/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 353 CHF | 26 603 CHF | 99,38% | 99,38% |
08/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 641 CHF | 26 891 CHF | 99,40% | 99,40% |
07/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 549 CHF | 26 799 CHF | 99,30% | 99,30% |