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 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 047 CHF | 66 547 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 083 CHF | 65 650 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 083 CHF | 65 623 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 137 CHF | 66 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 238 CHF | 66 738 CHF | 99,52% | 99,52% |
13/11/2024 | 0,76% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 49 882 | 49 704 | 70 702 CHF | 70 988 CHF | 99,32% | 99,32% |
12/11/2024 | 0,81% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 701 CHF | 70 269 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 783 CHF | 67 283 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 855 CHF | 66 423 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 49 478 | 48 695 | 62 730 CHF | 62 283 CHF | 98,51% | 98,51% |