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 | 0,53% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 547 CHF | 95 047 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 583 CHF | 94 150 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 583 CHF | 94 123 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 637 CHF | 95 137 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 787 CHF | 95 287 CHF | 99,52% | 99,52% |
13/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 98 817 CHF | 99 321 CHF | 99,32% | 99,32% |
12/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 269 CHF | 98 769 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 283 CHF | 95 801 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 423 CHF | 94 923 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 48 695 | 48 695 | 89 539 CHF | 90 042 CHF | 98,51% | 98,51% |