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 | 0,81% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 654 CHF | 62 154 CHF | 99,00% | 99,00% |
19/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 245 CHF | 61 745 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 292 CHF | 64 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 948 CHF | 66 489 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 039 CHF | 66 612 CHF | 99,22% | 99,22% |
13/11/2024 | 0,89% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 64 229 CHF | 64 577 CHF | 99,36% | 99,36% |
12/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 672 CHF | 69 172 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 580 CHF | 72 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 324 CHF | 68 953 CHF | 100,00% | 100,00% |
07/11/2024 | 1,29% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 479 | 48 696 | 66 343 CHF | 66 162 CHF | 98,73% | 98,73% |