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 | 0,93% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 035 CHF | 66 654 CHF | 99,00% | 99,00% |
19/11/2024 | 1,18% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 468 CHF | 66 245 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 614 CHF | 69 292 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 448 CHF | 70 989 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 539 CHF | 71 112 CHF | 99,22% | 99,22% |
13/11/2024 | 0,83% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 68 719 CHF | 69 050 CHF | 99,36% | 99,36% |
12/11/2024 | 0,82% | 1,40 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 071 CHF | 73 672 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,52 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 018 CHF | 76 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 824 CHF | 73 324 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 49 479 | 48 696 | 70 796 CHF | 70 230 CHF | 98,73% | 98,73% |