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 | 0,74% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 67 575 CHF | 68 071 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 49 522 | 49 522 | 66 072 CHF | 66 567 CHF | 98,74% | 98,74% |
18/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 61 243 CHF | 61 739 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 472 CHF | 63 972 CHF | 71,70% | 71,70% |
14/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 66 584 CHF | 67 079 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 69 957 CHF | 70 453 CHF | 99,82% | 99,82% |
12/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 70 271 CHF | 70 767 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 467 | 49 467 | 65 325 CHF | 65 820 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 64 348 CHF | 64 844 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 53 254 CHF | 53 750 CHF | 100,00% | 100,00% |