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 | 0,62% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 513 CHF | 87 047 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 583 CHF | 86 083 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 583 CHF | 86 083 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,73 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 613 CHF | 87 137 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 738 CHF | 87 238 CHF | 99,52% | 99,52% |
13/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 90 831 CHF | 91 333 CHF | 99,32% | 99,32% |
12/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 201 CHF | 90 701 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 283 CHF | 87 783 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 355 CHF | 86 855 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 48 695 | 48 695 | 81 686 CHF | 82 186 CHF | 98,51% | 98,51% |