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 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 868 CHF | 63 368 CHF | 99,96% | 99,96% |
19/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 940 CHF | 63 440 CHF | 99,83% | 99,83% |
18/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 690 CHF | 61 190 CHF | 99,91% | 99,91% |
15/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 158 CHF | 60 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 366 CHF | 58 866 CHF | 99,71% | 99,71% |
13/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 077 CHF | 57 577 CHF | 99,50% | 99,50% |
12/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 124 CHF | 55 624 CHF | 99,83% | 99,83% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 407 CHF | 55 907 CHF | 99,50% | 99,50% |
08/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 285 CHF | 58 785 CHF | 99,87% | 99,87% |
07/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 324 CHF | 60 824 CHF | 99,91% | 99,91% |