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 | 0,77% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 889 CHF | 67 405 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 785 CHF | 69 334 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 306 CHF | 67 877 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 133 CHF | 68 670 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 414 CHF | 66 936 CHF | 99,52% | 99,52% |
13/11/2024 | 0,87% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 49 880 | 49 700 | 66 766 CHF | 67 106 CHF | 98,35% | 98,35% |
12/11/2024 | 0,92% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 076 CHF | 64 666 CHF | 99,93% | 99,93% |
11/11/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 630 CHF | 62 151 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 684 CHF | 65 228 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 478 | 48 695 | 63 742 CHF | 63 286 CHF | 98,50% | 98,50% |