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 | 0,70% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 449 CHF | 71 949 CHF | 99,21% | 99,21% |
19/11/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 577 CHF | 63 077 CHF | 91,86% | 91,86% |
18/11/2024 | 0,82% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 813 CHF | 61 313 CHF | 99,32% | 99,32% |
15/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 975 CHF | 61 475 CHF | 97,90% | 97,90% |
14/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 920 CHF | 69 420 CHF | 99,28% | 99,28% |
13/11/2024 | 0,75% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 43 857 | 43 857 | 58 425 CHF | 58 863 CHF | 97,81% | 97,81% |
12/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 783 CHF | 31 033 CHF | 98,84% | 98,84% |
11/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 687 CHF | 27 937 CHF | 99,39% | 99,39% |
08/11/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 25 000 | 25 000 | 25 065 | 25 065 | 26 549 CHF | 26 800 CHF | 98,32% | 98,32% |
07/11/2024 | 1,93% | 0,99 CHF | 1,00 CHF | 38 000 | 38 000 | 38 000 | 37 716 | 36 589 CHF | 37 014 CHF | 96,66% | 96,66% |