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 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 137 CHF | 55 637 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 588 CHF | 56 088 CHF | 99,74% | 99,74% |
18/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 990 CHF | 54 490 CHF | 99,90% | 99,90% |
15/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 026 CHF | 53 526 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 741 CHF | 52 241 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 650 CHF | 53 150 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 443 | 50 443 | 51 274 CHF | 51 778 CHF | 99,70% | 99,70% |
11/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 696 CHF | 73 446 CHF | 99,84% | 99,84% |
08/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 929 CHF | 73 679 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 947 CHF | 69 697 CHF | 99,86% | 99,86% |