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 | 0,91% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 491 CHF | 54 991 CHF | 99,40% | 99,40% |
19/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 461 CHF | 54 961 CHF | 98,91% | 98,91% |
18/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 376 CHF | 59 876 CHF | 99,26% | 99,26% |
15/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 425 CHF | 63 925 CHF | 99,47% | 99,47% |
14/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 531 CHF | 65 031 CHF | 99,42% | 99,42% |
13/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 43 889 | 43 889 | 52 243 CHF | 52 682 CHF | 99,14% | 99,14% |
12/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 863 CHF | 30 113 CHF | 98,68% | 98,68% |
11/11/2024 | 1,01% | 1,12 CHF | 1,13 CHF | 25 000 | 25 000 | 33 685 | 33 685 | 32 808 CHF | 33 145 CHF | 99,27% | 99,27% |
08/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 864 CHF | 35 244 CHF | 99,45% | 99,45% |
07/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 35 805 CHF | 36 185 CHF | 99,29% | 99,29% |