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 | 0,57% | 1,93 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 674 CHF | 96 223 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 781 CHF | 95 281 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 741 CHF | 95 241 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 838 CHF | 96 391 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 936 CHF | 96 436 CHF | 99,52% | 99,52% |
13/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 49 763 | 49 704 | 100 114 CHF | 100 500 CHF | 99,32% | 99,32% |
12/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 413 CHF | 99 913 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 490 CHF | 96 990 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 585 CHF | 96 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 48 956 | 48 695 | 91 138 CHF | 91 209 CHF | 98,51% | 98,51% |