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 | 56 510 CHF | 57 010 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 502 CHF | 59 002 CHF | 99,90% | 99,90% |
18/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 682 CHF | 56 182 CHF | 99,84% | 99,84% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 057 CHF | 55 557 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 314 CHF | 57 814 CHF | 99,99% | 99,99% |
13/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 900 CHF | 60 400 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 748 CHF | 60 248 CHF | 99,69% | 99,69% |
11/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 765 CHF | 55 265 CHF | 99,85% | 99,85% |
08/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 356 | 50 356 | 54 485 CHF | 54 989 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 71 598 | 71 598 | 68 247 CHF | 68 963 CHF | 99,84% | 99,84% |