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 | 0,88% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 809 CHF | 57 309 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 778 CHF | 59 278 CHF | 99,91% | 99,91% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 992 CHF | 56 492 CHF | 99,82% | 99,82% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 347 CHF | 55 847 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 619 CHF | 58 119 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 199 CHF | 60 699 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 969 CHF | 60 469 CHF | 99,67% | 99,67% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 046 CHF | 55 546 CHF | 99,85% | 99,85% |
08/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 356 | 50 356 | 54 725 CHF | 55 228 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 71 080 | 71 080 | 68 301 CHF | 69 012 CHF | 99,82% | 99,82% |