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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 495 CHF | 73 995 CHF | 100,00% | 100,00% |
22/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 018 CHF | 74 518 CHF | 100,00% | 100,00% |
20/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 464 CHF | 73 964 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 501 CHF | 73 058 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 501 CHF | 73 064 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 573 CHF | 74 073 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 644 CHF | 74 144 CHF | 99,52% | 99,52% |
13/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 49 882 | 49 704 | 78 125 CHF | 78 351 CHF | 99,32% | 99,32% |
12/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 168 CHF | 77 668 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 216 CHF | 74 741 CHF | 100,00% | 100,00% |