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 | 0,84% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 614 CHF | 61 123 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 612 CHF | 63 153 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 042 CHF | 61 567 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 858 CHF | 62 418 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 151 CHF | 60 714 CHF | 99,52% | 99,52% |
13/11/2024 | 0,89% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 49 700 | 60 676 CHF | 60 852 CHF | 98,35% | 98,35% |
12/11/2024 | 0,94% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 803 CHF | 58 347 CHF | 99,93% | 99,93% |
11/11/2024 | 1,01% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 325 CHF | 55 889 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 418 CHF | 58 960 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 58 185 CHF | 57 203 CHF | 98,50% | 98,50% |