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 | 0,61% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 784 CHF | 88 319 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 519 CHF | 91 174 CHF | 99,40% | 99,40% |
18/11/2024 | 0,80% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 575 CHF | 90 291 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 467 CHF | 89 208 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 626 CHF | 87 142 CHF | 99,52% | 99,52% |
13/11/2024 | 0,66% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 49 554 | 49 383 | 84 014 CHF | 84 278 CHF | 99,32% | 99,32% |
12/11/2024 | 0,68% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 344 CHF | 81 897 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 1,64 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 299 CHF | 83 081 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 074 CHF | 83 698 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 48 963 | 48 444 | 84 057 CHF | 83 860 CHF | 99,13% | 99,13% |