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 | 0,93% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 318 CHF | 53 818 CHF | 99,38% | 99,38% |
19/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 015 CHF | 54 515 CHF | 99,16% | 99,16% |
18/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 678 CHF | 58 178 CHF | 99,31% | 99,31% |
15/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 102 CHF | 60 602 CHF | 99,39% | 99,39% |
14/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 787 CHF | 57 287 CHF | 99,35% | 99,35% |
13/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 959 CHF | 58 459 CHF | 99,39% | 99,39% |
12/11/2024 | 0,81% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 171 CHF | 61 671 CHF | 99,09% | 99,09% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 045 CHF | 65 545 CHF | 99,28% | 99,28% |
08/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 801 CHF | 65 301 CHF | 99,39% | 99,39% |
07/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 900 CHF | 64 400 CHF | 99,28% | 99,28% |