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 | 0,55% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 925 CHF | 91 425 CHF | 99,37% | 99,37% |
19/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 376 CHF | 86 876 CHF | 99,27% | 99,27% |
18/11/2024 | 0,53% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 49 211 | 49 211 | 92 112 CHF | 92 605 CHF | 99,25% | 99,25% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 420 CHF | 93 920 CHF | 99,39% | 99,39% |
14/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 045 CHF | 91 545 CHF | 99,35% | 99,35% |
13/11/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 48 559 | 48 559 | 83 276 CHF | 83 761 CHF | 96,02% | 96,02% |
12/11/2024 | 0,74% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 333 CHF | 67 833 CHF | 90,13% | 90,13% |
11/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 596 CHF | 67 096 CHF | 99,20% | 99,20% |
08/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 732 CHF | 60 232 CHF | 99,39% | 99,39% |
07/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 065 CHF | 57 565 CHF | 99,26% | 99,26% |