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 | 0,79% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 191 CHF | 69 736 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 174 CHF | 71 699 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 612 CHF | 70 157 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 472 CHF | 71 024 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 740 CHF | 69 304 CHF | 99,52% | 99,52% |
13/11/2024 | 0,79% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 49 880 | 49 700 | 69 089 CHF | 69 385 CHF | 98,35% | 98,35% |
12/11/2024 | 0,91% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 362 CHF | 66 967 CHF | 99,93% | 99,93% |
11/11/2024 | 0,91% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 977 CHF | 64 560 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 006 CHF | 67 549 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 49 478 | 48 695 | 66 057 CHF | 65 553 CHF | 98,50% | 98,50% |