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 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 654 CHF | 77 154 CHF | 98,55% | 98,55% |
19/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 979 | 49 979 | 71 198 CHF | 71 697 CHF | 97,82% | 97,82% |
18/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 954 CHF | 84 454 CHF | 99,88% | 99,88% |
15/11/2024 | 0,56% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 49 999 | 49 999 | 89 468 CHF | 89 968 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 086 CHF | 89 586 CHF | 98,65% | 98,65% |
13/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 989 CHF | 85 489 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 751 CHF | 86 251 CHF | 99,87% | 99,87% |
11/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 244 CHF | 84 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 223 CHF | 80 723 CHF | 98,61% | 98,61% |
07/11/2024 | 0,58% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 355 CHF | 85 855 CHF | 100,00% | 100,00% |