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 | 0,86% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 655 CHF | 58 155 CHF | 99,97% | 99,97% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 378 CHF | 54 878 CHF | 99,80% | 99,80% |
18/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 567 CHF | 56 067 CHF | 99,91% | 99,91% |
15/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 655 CHF | 57 155 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 943 CHF | 59 443 CHF | 99,65% | 99,65% |
13/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 759 CHF | 58 259 CHF | 99,95% | 99,95% |
12/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 301 CHF | 57 801 CHF | 99,81% | 99,81% |
11/11/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 601 CHF | 60 101 CHF | 99,78% | 99,78% |
08/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 784 CHF | 57 284 CHF | 99,88% | 99,88% |
07/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 776 CHF | 57 276 CHF | 99,90% | 99,90% |