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 | 0,92% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 182 CHF | 54 682 CHF | 99,04% | 99,04% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 334 CHF | 54 834 CHF | 98,50% | 98,50% |
18/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 234 CHF | 55 734 CHF | 97,58% | 97,58% |
15/11/2024 | 0,83% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 878 CHF | 60 378 CHF | 97,89% | 97,89% |
14/11/2024 | 0,72% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 829 CHF | 69 329 CHF | 94,30% | 94,30% |
13/11/2024 | 0,71% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 44 411 | 44 411 | 61 789 CHF | 62 233 CHF | 98,08% | 98,08% |
12/11/2024 | 0,67% | 1,41 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 160 CHF | 37 410 CHF | 98,62% | 98,62% |
11/11/2024 | 0,61% | 1,51 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 661 CHF | 40 911 CHF | 94,03% | 94,03% |
08/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 543 CHF | 40 793 CHF | 98,85% | 98,85% |
07/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 115 CHF | 40 365 CHF | 98,65% | 98,65% |