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 | 0,89% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 943 CHF | 56 443 CHF | 99,38% | 99,38% |
19/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 60 751 | 60 750 | 60 405 CHF | 61 012 CHF | 99,29% | 99,29% |
18/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 975 CHF | 53 475 CHF | 99,31% | 99,31% |
15/11/2024 | 0,78% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 046 CHF | 64 546 CHF | 99,39% | 99,39% |
14/11/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 292 CHF | 59 792 CHF | 99,34% | 99,34% |
13/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 883 CHF | 62 383 CHF | 99,38% | 99,38% |
12/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 819 CHF | 60 319 CHF | 99,08% | 99,08% |
11/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 255 CHF | 63 755 CHF | 99,30% | 99,30% |
08/11/2024 | 0,97% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 58 226 | 58 226 | 59 388 CHF | 59 971 CHF | 99,39% | 99,39% |
07/11/2024 | 0,81% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 670 CHF | 62 170 CHF | 99,25% | 99,25% |