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 | 0,73% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 68 108 CHF | 68 604 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 49 522 | 49 522 | 66 632 CHF | 67 128 CHF | 98,74% | 98,74% |
18/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 61 783 CHF | 62 279 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 031 CHF | 64 531 CHF | 71,72% | 71,72% |
14/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 67 130 CHF | 67 626 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 70 492 CHF | 70 988 CHF | 99,82% | 99,82% |
12/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 70 808 CHF | 71 304 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 49 469 | 49 469 | 65 871 CHF | 66 366 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 64 889 CHF | 65 385 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 53 800 CHF | 54 295 CHF | 100,00% | 100,00% |