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 | 0,51% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 840 CHF | 98 340 CHF | 99,03% | 99,03% |
19/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 181 CHF | 91 681 CHF | 94,55% | 94,55% |
18/11/2024 | 0,45% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 619 CHF | 111 119 CHF | 94,35% | 94,35% |
15/11/2024 | 0,54% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 219 CHF | 93 719 CHF | 95,93% | 95,93% |
14/11/2024 | 0,54% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 969 CHF | 93 469 CHF | 99,04% | 99,04% |
13/11/2024 | 0,56% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 44 110 | 44 110 | 79 687 CHF | 80 128 CHF | 89,87% | 89,87% |
12/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 25 000 | 25 000 | 27 755 | 27 755 | 46 847 CHF | 47 124 CHF | 93,26% | 93,26% |
11/11/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 25 000 | 25 000 | 25 225 | 25 225 | 44 239 CHF | 44 491 CHF | 97,73% | 97,73% |
08/11/2024 | 0,72% | 1,53 CHF | 1,54 CHF | 38 000 | 38 000 | 37 861 | 37 861 | 52 751 CHF | 53 129 CHF | 98,54% | 98,54% |
07/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 50 609 CHF | 50 989 CHF | 98,32% | 98,32% |