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 | 0,87% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 980 CHF | 57 480 CHF | 99,00% | 99,00% |
19/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 434 CHF | 56 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 531 CHF | 60 114 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 152 CHF | 61 737 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 330 CHF | 61 892 CHF | 99,22% | 99,22% |
13/11/2024 | 0,95% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 49 710 | 59 627 CHF | 59 849 CHF | 99,36% | 99,36% |
12/11/2024 | 0,78% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 889 CHF | 64 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 884 CHF | 67 384 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 535 CHF | 64 247 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 48 696 | 62 375 CHF | 61 403 CHF | 98,73% | 98,73% |