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 | 0,72% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 633 CHF | 75 174 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 705 CHF | 74 259 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 702 CHF | 74 202 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 739 CHF | 75 338 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 880 CHF | 75 380 CHF | 99,52% | 99,52% |
13/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 79 054 CHF | 79 558 CHF | 99,32% | 99,32% |
12/11/2024 | 0,73% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 299 CHF | 78 876 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 379 CHF | 75 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 554 CHF | 75 054 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 48 695 | 48 695 | 70 155 CHF | 70 655 CHF | 98,51% | 98,51% |