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 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 48 240 | 48 240 | 63 923 CHF | 64 407 CHF | 99,43% | 99,43% |
19/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 48 589 | 48 589 | 61 414 CHF | 61 901 CHF | 99,83% | 99,83% |
18/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 49 334 | 49 334 | 67 250 CHF | 67 744 CHF | 99,88% | 99,88% |
15/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 49 158 | 49 158 | 66 882 CHF | 67 374 CHF | 99,45% | 99,45% |
14/11/2024 | 0,79% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 53 562 | 53 562 | 69 042 CHF | 69 579 CHF | 98,63% | 98,63% |
13/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 60 000 | 60 000 | 50 712 | 50 712 | 67 757 CHF | 68 265 CHF | 99,69% | 99,69% |
12/11/2024 | 0,77% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 49 301 | 49 301 | 65 805 CHF | 66 298 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 49 166 | 49 166 | 74 854 CHF | 75 347 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 204 | 49 204 | 70 568 CHF | 71 062 CHF | 99,06% | 99,06% |
07/11/2024 | 0,67% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 48 823 | 48 823 | 75 149 CHF | 75 639 CHF | 99,98% | 99,98% |