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 | 0,84% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 953 CHF | 59 453 CHF | 99,95% | 99,95% |
19/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 123 CHF | 58 623 CHF | 99,92% | 99,92% |
18/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 062 CHF | 54 562 CHF | 99,90% | 99,90% |
15/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 241 CHF | 54 741 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 089 CHF | 54 589 CHF | 99,84% | 99,84% |
13/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 833 CHF | 52 333 CHF | 99,95% | 99,95% |
12/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 456 CHF | 54 956 CHF | 99,83% | 99,83% |
11/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 434 CHF | 52 934 CHF | 99,89% | 99,89% |
08/11/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 209 CHF | 48 709 CHF | 99,88% | 99,88% |
07/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 643 CHF | 48 143 CHF | 99,91% | 99,91% |